# EDGAR Filing Document

**Accession Number:** 0001070414
**File Stem:** 0001752724-23-016409
**Filing Date:** 2023-1
**Character Count:** 374294
**Document Hash:** 611b2cf17a341257c58fa5070ae93bfe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016409.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016409

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS
- **CENTRAL INDEX KEY:** 0001070414
- **IRS NUMBER:** 232975858
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09005
- **FILM NUMBER:** 23561748

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD MASSACHUSETTS TAX EXEMPT FUNDS
- **DATE OF NAME CHANGE:** 19980915

## Series and Classes Contracts Data

### Vanguard Massachusetts Tax-Exempt Fund (Series ID: S000002870)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007887 | Investor Shares | VMATX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS

- **b. Investment Company Act file number:** 811-09005

- **c. CIK number of Registrant:** 0001070414

- **d. LEI of Registrant:** 549300LK9QJIBC65UJ23

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUND

- **b. EDGAR series identifier (if any):** S000002870

- **c. LEI of Series:** F4IMI7F60O7BPSP0U123

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

- **a. Date of fiscal year-end:** 2022-11-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2324445518.94

**Total Liabilities:** $19414663.52

**Net Assets:** $2305030855.42

**Cash Not Reported:** $402100.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1338.72897064 | **1-Year:** -37511.93228920 | **5-Year:** -185412.86317453 | **10-Year:** -380896.78841883 | **30-Year:** -150866.44131112

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

- **3-Month:** -82.04706279 | **1-Year:** -430.63088230 | **5-Year:** -424.11592830 | **10-Year:** -1166.63081107 | **30-Year:** -250.59074646

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007887 | -4.47%               | -0.91%               | 5.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4018057.50             | $-108592232.46                             |
| Month 2  | $-13988206.17            | $-11973030.64                              |
| Month 3  | $-6342522.29             | $127407146.99                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Town of Ashland MA                                                            | ASHLAND TWN             | CUSIP: 044357WN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $2619395.26   | 0.11%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY TRANSPRTN AUTH   | CUSIP: 575579ZH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $317751.54    | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YB81<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1714321.04   | 0.07%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YC98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $7121166.00   | 0.31%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -B       | CUSIP: 57584YAP4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2056846.80   | 0.09%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584Y2B4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    435000 | PA      | $422019.82    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229BQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $1131684.84   | 0.05%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1605000 | PA      | $1697077.57   | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG29<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    650000 | PA      | $702893.95    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2302861.51   | 0.10%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RZZ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7650000 | PA      | $8162355.69   | 0.35%             | 2032-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RES REF-BEN-B    | CUSIP: 576049W63<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   3305000 | PA      | $3988788.31   | 0.17%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG-D-REF       | CUSIP: 575831DP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2019488.80   | 0.09%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XVF5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1248678.07   | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1213045.07   | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY -A-1     | CUSIP: 57587GNY7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4052173.13   | 0.18%             | 2057-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YF38<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    470000 | PA      | $471745.58    | 0.02%             | 2036-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-G        | CUSIP: 57583UVR6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4800000 | PA      | $4818270.24   | 0.21%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN-F--REF    | CUSIP: 57584XFQ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1650594.75   | 0.07%             | 2031-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY -A-1     | CUSIP: 57587GNX9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1408627.07   | 0.06%             | 2052-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA ST WTR-A3-RMKT-REF   | CUSIP: 576051BY1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   4800000 | PA      | $4800000.00   | 0.21%             | 2037-08-01      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584FLX6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $733766.21    | 0.03%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL MA -REF          | CUSIP: 547647NV5<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1935000 | PA      | $2030239.35   | 0.09%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X8W4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1896818.14   | 0.08%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896VQ5<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1845000 | PA      | $2078751.17   | 0.09%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY -A       | CUSIP: 57586N5K3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $810169.70    | 0.04%             | 2049-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    285000 | PA      | $288402.24    | 0.01%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57583U6N3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7815000 | PA      | $7496621.59   | 0.33%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YSX8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1630438.80   | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579H42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $118316.25    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH-A-REF   | CUSIP: 57604TJS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $198485.76    | 0.01%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YZ85<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $398590.96    | 0.02%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XYA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5155000 | PA      | $5562462.54   | 0.24%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584FLV0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $739936.07    | 0.03%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YZG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    665000 | PA      | $749985.94    | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RES AUTH-B-REF   | CUSIP: 576051PL4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1081729.10   | 0.05%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XM2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   4340000 | PA      | $4738779.16   | 0.21%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H-1      | CUSIP: 57584XDH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1036283.80   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306ZL0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1940000 | PA      | $1253301.11   | 0.05%             | 2044-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON TOWN             | CUSIP: 277587H38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1091355.52   | 0.05%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170SG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7057353.75   | 0.31%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                            | MILFORD                 | CUSIP: 599496YG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6200000 | PA      | $3866246.84   | 0.17%             | 2048-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASS DEV FIN AGY-K      | CUSIP: 57584XF55<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1375474.59   | 0.06%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) Mar23 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       238 | NC      | $121718.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Town of Watertown MA                                                          | WATERTOWN               | CUSIP: 942044WW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91289.36     | 0.00%             | 2042-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-SER J    | CUSIP: 57583UYN2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1014981.00   | 0.04%             | 2028-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                          | BRAINTREE TWN           | CUSIP: 1050254C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1599560.83   | 0.07%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Harvard MA                                                            | HARVARD MA              | CUSIP: 417452JM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1238324.69   | 0.05%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XMP3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $523721.00    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $266832.31    | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YAA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1719287.16   | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RA63<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $566127.15    | 0.02%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2080000 | PA      | $1847369.26   | 0.08%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $486960.91    | 0.02%             | 2042-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG AUTH-B      | CUSIP: 575832E22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $697199.81    | 0.03%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Montague MA                                                           | MONTAGUE MA-REF         | CUSIP: 611815GU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $108556.88    | 0.00%             | 2038-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RESOURCES -B     | CUSIP: 576051ZD1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    800000 | PA      | $886923.76    | 0.04%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A-REF    | CUSIP: 57584X6L0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031336.50   | 0.04%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Salisbury MA                                                          | SALISBURY-MUN PURP LN   | CUSIP: 795302HC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $371188.48    | 0.02%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X8V6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13210000 | PA      | $12900191.15  | 0.56%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS -A        | CUSIP: 57604THG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1166835.56   | 0.05%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FING AGY-A       | CUSIP: 57584FKL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    345000 | PA      | $328459.73    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X3Y5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4650000 | PA      | $3839278.08   | 0.17%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RESOURCES -B     | CUSIP: 576051ZB5<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1510593.98   | 0.07%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GGT6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    125000 | PA      | $94998.11     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RES REF-BEN-B    | CUSIP: 576049X21<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2452327.00   | 0.11%             | 2037-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324Q0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $643452.52    | 0.03%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AS9<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $967999.30    | 0.04%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2110547.60   | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AQ3<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    750000 | PA      | $736293.08    | 0.03%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Department of Transportation                                    | MA TPK CAB-SR-SER A     | CUSIP: 576018AH8<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |   5035000 | PA      | $4708303.52   | 0.20%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579B30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5305000 | PA      | $5638883.97   | 0.24%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508H27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $688061.68    | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoughton MA                                                          | STOUGHTON               | CUSIP: 862318G30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $339386.79    | 0.01%             | 2035-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                      | MIDDLEBOROUGH TWN       | CUSIP: 596051XP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1037722.52   | 0.05%             | 2039-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                         | GLOUCESTER              | CUSIP: 379713MF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $595978.86    | 0.03%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-C                | CUSIP: 748508K98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $724790.57    | 0.03%             | 2038-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1098035.23   | 0.05%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-C                | CUSIP: 748508L30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $652049.13    | 0.03%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Millbury MA                                                           | MILLBURY TWN            | CUSIP: 600242NF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $906193.70    | 0.04%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RVS2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5115000 | PA      | $5634428.76   | 0.24%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XL66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $818790.91    | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG-D-REF       | CUSIP: 575831DS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4475000 | PA      | $4433263.47   | 0.19%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG-C-REF       | CUSIP: 576000VF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6637270.90   | 0.29%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-L        | CUSIP: 57584YLY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131182.74    | 0.01%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YAG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3069205.50   | 0.13%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                       | SPRINGFIELD WTR AND S   | CUSIP: 850777HT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $364550.27    | 0.02%             | 2033-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306F99<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $2035490.24   | 0.09%             | 2049-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                            | GARDNER                 | CUSIP: 365604VE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1612092.41   | 0.07%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148046.07    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER-A             | CUSIP: 981306VY6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2086237.40   | 0.09%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA SPL OBLG-BAM-TCRS    | CUSIP: 576002DN6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  27115000 | PA      | $32620844.46  | 1.42%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YS26<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $711360.34    | 0.03%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    480000 | PA      | $439315.49    | 0.02%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U7B8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1929266.81   | 0.08%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508H68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $955720.70    | 0.04%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YT90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $944979.20    | 0.04%             | 2031-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YZE2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1650315.27   | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-G      | CUSIP: 57582RLC8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    550000 | PA      | $569631.37    | 0.02%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YU98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    185000 | PA      | $190070.37    | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57583UA99<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20264.00     | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XME8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032327.00   | 0.04%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON TOWN             | CUSIP: 277587G70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $273859.58    | 0.01%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Natick MA                                                             | NATICK-MUNI PURP LOAN   | CUSIP: 632363K71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4760000 | PA      | $4997525.90   | 0.22%             | 2031-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                             | SAUGUS TWN              | CUSIP: 804243D91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $784202.48    | 0.03%             | 2032-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-N        | CUSIP: 57583UN53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1526878.20   | 0.07%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YX38<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1945000 | PA      | $2071925.06   | 0.09%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue                 | MA BAY TRANS AUTH-A-2   | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11010250.00  | 0.48%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YZ51<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $356447.88    | 0.02%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                          | BRAINTREE TWN           | CUSIP: 1050254A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1910000 | PA      | $1804550.81   | 0.08%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579J40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7620000 | PA      | $8119228.87   | 0.35%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FINANCE AGENCY   | CUSIP: 57584YN62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    475000 | PA      | $429378.06    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV55<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $258578.03    | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                      | MIDDLEBOROUGH TWN       | CUSIP: 596051XV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5800000 | PA      | $3843186.14   | 0.17%             | 2045-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $576570.40    | 0.03%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584FLS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    315000 | PA      | $299898.02    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASS BLDG AUT   | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  19000000 | PA      | $20176025.90  | 0.88%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H        | CUSIP: 57584X5L1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    850000 | PA      | $855817.74    | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RG83<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5235000 | PA      | $5434396.96   | 0.24%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-S-2      | CUSIP: 57584X7C9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1043804.10   | 0.05%             | 2038-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                                 | CENT BERKSHIRE          | CUSIP: 152645GM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $935379.40    | 0.04%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2569158.90   | 0.11%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                         | BURLINGTON TWN-REF      | CUSIP: 121835M58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $508422.86    | 0.02%             | 2044-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XRS2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1831079.84   | 0.08%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWK3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2185907.20   | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584VAH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10248.54     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306ZK2<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $197580.12    | 0.01%             | 2043-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206461.10    | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FING AGY-A       | CUSIP: 57584FKK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    320000 | PA      | $306582.59    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                                | TNDR OPT-FLTRS-ZL0339   | CUSIP: 88035DT39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5500000.00   | 0.24%             | 2047-10-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV MA BLDG AUTH-3     | CUSIP: 914437TH1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3790000 | PA      | $4042678.54   | 0.18%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG-SUB-A       | CUSIP: 576000WE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24560000 | PA      | $26182423.78  | 1.14%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Plymouth MA                                                           | PLYMOUTH TWN            | CUSIP: 729654WE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2020000 | PA      | $1944416.65   | 0.08%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                         | BURLINGTON TWN-REF      | CUSIP: 121835M41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $499399.31    | 0.02%             | 2043-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RD78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    915000 | PA      | $707670.79    | 0.03%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                         | FRAMINGHAM              | CUSIP: 351695BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $854983.95    | 0.04%             | 2040-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                             | BOSTON                  | CUSIP: 100853H45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14995000 | PA      | $17268681.35  | 0.75%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJY8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040557.40   | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                       | MA H/E VAR-MUSEUM-A1    | CUSIP: 57586CV69<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  73730000 | PA      | $73730000.00  | 3.20%             | 2037-12-01      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    975000 | PA      | $992851.28    | 0.04%             | 2037-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                       | SPRINGFIELD WTR AND S   | CUSIP: 850777HQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $159033.81    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-UNREF    | CUSIP: 57583UU97<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1610000 | PA      | $1613870.92   | 0.07%             | 2024-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YZ77<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    375000 | PA      | $375383.81    | 0.02%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XKC4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    710000 | PA      | $720359.89    | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RC61<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2798660.40   | 0.12%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -A-1     | CUSIP: 57584YWK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1288506.77   | 0.06%             | 2050-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $366832.83    | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV MA BLDG AUTH-3     | CUSIP: 914437TE8<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   5360000 | PA      | $5782480.56   | 0.25%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YQK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  15145000 | PA      | $13307779.74  | 0.58%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y3M9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    750000 | PA      | $845201.55    | 0.04%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER-A             | CUSIP: 981306WF6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $73159.71     | 0.00%             | 2040-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YA82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    225000 | PA      | $232372.24    | 0.01%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPY9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    160000 | PA      | $169554.08    | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                         | GLOUCESTER              | CUSIP: 379713MJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $443158.85    | 0.02%             | 2043-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    245000 | PA      | $214876.96    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                             | SAUGUS TWN              | CUSIP: 804243E58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1359713.10   | 0.06%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y3F4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    390000 | PA      | $439132.94    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG-B-SENIOR    | CUSIP: 576000US0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2671186.00   | 0.12%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJV4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $575042.93    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA ST CLG BLDG AUTH-A   | CUSIP: 575832Y61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $861822.85    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS           | CUSIP: 57582RKD7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5795000 | PA      | $6129419.02   | 0.27%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                           | WEYMOUTH TWN            | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $1493143.71   | 0.06%             | 2045-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue   | MASSACHUSETTS ST DEPT   | CUSIP: 57563CFH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $340270.57    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AG-220-REF   | CUSIP: 57587GEM3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2338722.32   | 0.10%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XT35<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1292143.61   | 0.06%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                          | BRAINTREE TWN           | CUSIP: 1050258B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $110275.72    | 0.00%             | 2037-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-C      | CUSIP: 57582RWV4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1970000 | PA      | $2125137.70   | 0.09%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-167      | CUSIP: 57586P8H2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85042.19     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS ST TRAN   | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26565000 | PA      | $28400253.65  | 1.23%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPX1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2126238.00   | 0.09%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YX87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5050000 | PA      | $4289914.40   | 0.19%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $2958341.32   | 0.13%             | 2046-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                          | GUAM PWR AUTH-A         | CUSIP: 400653HJ3<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306087.39    | 0.01%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                         | SOMERVILLE              | CUSIP: 835241EX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $721293.30    | 0.03%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147857.34    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584X3A7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270430.50    | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL MA -REF          | CUSIP: 547647NY9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2083550.89   | 0.09%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584X3E9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7481001.75   | 0.32%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170MZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $207675.07    | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MASSACHUSETTS ST WTR    | CUSIP: 576051XG6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   7600000 | PA      | $8412674.08   | 0.36%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896VR3<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1122906.50   | 0.05%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY TRN SR-SER B     | CUSIP: 575579UK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $5274134.10   | 0.23%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                         | FRAMINGHAM              | CUSIP: 351695BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $843351.80    | 0.04%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508XB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1280606.86   | 0.06%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J2       | CUSIP: 57584YJM2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2686224.73   | 0.12%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG-D-REF       | CUSIP: 575831DR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1999315.00   | 0.09%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229CJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1712254.50   | 0.07%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229CM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2092188.83   | 0.09%             | 2052-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57586N4G3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $959226.30    | 0.04%             | 2058-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    220000 | PA      | $225501.10    | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G28<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $650062.23    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X6W6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    540000 | PA      | $564646.14    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPU7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2638944.98   | 0.11%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASS BLDG AUT   | CUSIP: 914440TV4<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    335000 | PA      | $381072.45    | 0.02%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASS DEV FIN AGY-K      | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8144223.20   | 0.35%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH-A-REF   | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9750000 | PA      | $10772268.98  | 0.47%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752VN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1144341.78   | 0.05%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                         | LEOMINSTER              | CUSIP: 526408R76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $416791.28    | 0.02%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-MERRIMACK    | CUSIP: 57583UK98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $619403.46    | 0.03%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRP6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $575423.04    | 0.02%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV MA BLDG AUTH-3     | CUSIP: 914437TD0<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1240940.05   | 0.05%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASSACHUSETTS   | CUSIP: 914437TW8<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3715331.30   | 0.16%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MASSACHUSETTS ST WTR    | CUSIP: 576051UP9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5402021.50   | 0.23%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584YT74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $80864.50     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $1031407.74   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2239147.70   | 0.10%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWM9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    310000 | PA      | $317680.93    | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                                | ACTON & BOXBOURGH MA    | CUSIP: 005050HC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $103112.36    | 0.00%             | 2043-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                           | BROCKTON                | CUSIP: 111746KZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4470000 | PA      | $4314452.94   | 0.19%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $840722.03    | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $126749.65    | 0.01%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Harvard MA                                                            | HARVARD MA              | CUSIP: 417452JP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1161007.60   | 0.05%             | 2035-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XT27<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2580000 | PA      | $2658997.54   | 0.12%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584YFC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $318307.24    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV-B-ZERO CPN    | CUSIP: 57583RXR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2122492.26   | 0.09%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U6W3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    910000 | PA      | $911145.78    | 0.04%             | 2023-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $182808.28    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XB91<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3310000 | PA      | $3312062.46   | 0.14%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG AUTH-A      | CUSIP: 575832H86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $770533.83    | 0.03%             | 2030-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170MW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $314724.90    | 0.01%             | 2034-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRR2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1678036.19   | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RH41<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1670000 | PA      | $1430036.03   | 0.06%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AP5<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1048899.15   | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YZF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    755000 | PA      | $850290.74    | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY -C-1     | CUSIP: 57586N6N6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $790291.20    | 0.03%             | 2044-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YNB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $871807.90    | 0.04%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XUN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $526492.50    | 0.02%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -I-REF   | CUSIP: 57584YP60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $846235.21    | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS BAY       | CUSIP: 575579D87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1113857.04   | 0.05%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YC72<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1690310.50   | 0.07%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U7C6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3083414.40   | 0.13%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YV48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    245000 | PA      | $250469.50    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1286280.12   | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YZ93<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $691480.72    | 0.03%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASS BLDG AUT   | CUSIP: 914440TW2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    345000 | PA      | $390169.50    | 0.02%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Plymouth MA                                                           | PLYMOUTH TWN            | CUSIP: 729654WD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1595865.70   | 0.07%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XS93<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    990000 | PA      | $1005366.78   | 0.04%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tewksbury MA                                                          | TEWKSBURY MA            | CUSIP: 881626T62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2507024.00   | 0.11%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MA BLDG AUTH    | CUSIP: 914440QM7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  10180000 | PA      | $10648034.66  | 0.46%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Westfield MA                                                          | WESTFIELD               | CUSIP: 9600967H2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $525908.00    | 0.02%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508H35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $664502.04    | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Westfield MA                                                          | WESTFIELD               | CUSIP: 9600967K5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $466592.93    | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YM89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    370000 | PA      | $340048.94    | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MASSACHUSETTS ST SCH    | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $9231220.80   | 0.40%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                         | LEOMINSTER              | CUSIP: 526408S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3058558.40   | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $808711.84    | 0.04%             | 2034-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                        | PR SALES TAX FING-A1    | CUSIP: 74529JQC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    844000 | PA      | $679196.34    | 0.03%             | 2027-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504234.20    | 0.02%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RK39<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3860000 | PA      | $4198768.27   | 0.18%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U7F9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    530000 | PA      | $532578.61    | 0.02%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH-A-REF   | CUSIP: 57604TJU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $9568052.20   | 0.42%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSSETS-B         | CUSIP: 57582RV52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5034077.50   | 0.22%             | 2040-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RN85<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  12055000 | PA      | $9266184.25   | 0.40%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN AGY-N     | CUSIP: 57584XNT4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    975000 | PA      | $1026328.58   | 0.04%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Longmeadow MA                                                         | LONGMEADOW TWN -REF     | CUSIP: 543077VY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1359480.20   | 0.06%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MA ST CLEAN WTR TRUST   | CUSIP: 575829GF7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1406335.93   | 0.06%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RES REF-BEN-B    | CUSIP: 576049W89<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $9731017.60   | 0.42%             | 2035-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YTU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2705000 | PA      | $2718451.15   | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1496035.40   | 0.06%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                        | RESTRUCTURED-SER A-2    | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3893000 | PA      | $3517016.01   | 0.15%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YX61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2207865.45   | 0.10%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON TOWN             | CUSIP: 277587G88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $924679.51    | 0.04%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X8S3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3472529.88   | 0.15%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY TRANSPRNT AUTH   | CUSIP: 575579YU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7145000 | PA      | $7421334.30   | 0.32%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPS2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102841.69    | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y2G3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1855096.18   | 0.08%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASS BLDG AUT   | CUSIP: 914440UF7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4881776.00   | 0.21%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508XC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1284915.76   | 0.06%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON MA               | CUSIP: 277587D65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $436415.38    | 0.02%             | 2041-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-N        | CUSIP: 57583UN20<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    335000 | PA      | $343438.72    | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YYJ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1747281.93   | 0.08%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-218      | CUSIP: 57587A8C5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $354348.25    | 0.02%             | 2040-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $443696.43    | 0.02%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XD24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $723053.87    | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RQK5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1190782.42   | 0.05%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                      | MIDDLEBOROUGH TWN       | CUSIP: 596051XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5050000 | PA      | $3275748.66   | 0.14%             | 2049-10-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                         | SOMERVILLE              | CUSIP: 835241EV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $774471.82    | 0.03%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJW2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1633872.83   | 0.07%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YR50<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001498.20   | 0.04%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MASSACHUSETTS ST WTR    | CUSIP: 576051XM3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    220000 | PA      | $239997.60    | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YTA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2452487.36   | 0.11%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XKJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $156528.77    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324V9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    555000 | PA      | $542574.55    | 0.02%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-Q        | CUSIP: 57584XTJ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3159286.50   | 0.14%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GCF0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    100000 | PA      | $66658.51     | 0.00%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $594404.04    | 0.03%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-L        | CUSIP: 57584YMB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    570000 | PA      | $591101.29    | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Westfield MA                                                          | WESTFIELD               | CUSIP: 9600967P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2013783.87   | 0.09%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-C             | CUSIP: 57582RP59<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2466156.02   | 0.11%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YVX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    410000 | PA      | $410000.00    | 0.02%             | 2022-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YD22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $3320761.71   | 0.14%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H-1      | CUSIP: 57584XDB4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $418511.00    | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS           | CUSIP: 57582RKA3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5898579.50   | 0.26%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YR84<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1204308.50   | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Millbury MA                                                           | MILLBURY TWN            | CUSIP: 600242NL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4390000 | PA      | $4250172.79   | 0.18%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON MA               | CUSIP: 277587D57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $586295.66    | 0.03%             | 2040-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                      | MIDDLEBOROUGH TWN       | CUSIP: 596051XR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $992989.87    | 0.04%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12385000 | PA      | $14408606.20  | 0.63%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-SER J    | CUSIP: 57583UYQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3235000 | PA      | $3262444.45   | 0.14%             | 2039-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YYH6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2020000 | PA      | $1861046.81   | 0.08%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y2H1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1786610.70   | 0.08%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $768940.46    | 0.03%             | 2031-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1186692.65   | 0.05%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                       | SPRINGFIELD WTR AND S   | CUSIP: 850777HU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $414649.08    | 0.02%             | 2034-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS BAY       | CUSIP: 575579B89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2020000 | PA      | $2130558.03   | 0.09%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306G23<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $2067342.69   | 0.09%             | 2050-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                              | TNDR OPT-FLTRS-020      | CUSIP: 76252PUB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8745000 | PA      | $8745000.00   | 0.38%             | 2056-12-01      | Variable      | 0.89%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AT7<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $959056.50    | 0.04%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2127126.91   | 0.09%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YGQ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2770000 | PA      | $2967148.93   | 0.13%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tewksbury MA                                                          | TEWKSBURY MA            | CUSIP: 881626T47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2615890.37   | 0.11%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-J      | CUSIP: 57582RMG8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10700000 | PA      | $10573107.63  | 0.46%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV FIN   | CUSIP: 57584XZS3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1205727.24   | 0.05%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-Q        | CUSIP: 57584XTK7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2516073.93   | 0.11%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-A      | CUSIP: 57582RGW0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8150000 | PA      | $8286239.48   | 0.36%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                             | LUDLOW TWN MA           | CUSIP: 549696RN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $709732.40    | 0.03%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                             | LUDLOW TWN MA           | CUSIP: 549696RL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $855712.69    | 0.04%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170NG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $748416.09    | 0.03%             | 2044-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG REF-SER B        | CUSIP: 575832KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3475000 | PA      | $4149109.00   | 0.18%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -I-REF   | CUSIP: 57584YP86<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1110617.20   | 0.05%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RH66<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3782332.80   | 0.16%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170MX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $361564.79    | 0.02%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA ST HSG FIN AGY       | CUSIP: 57587GMV4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1816928.58   | 0.08%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-H-UNREFD     | CUSIP: 57584YL49<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    265000 | PA      | $272362.20    | 0.01%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $479435.32    | 0.02%             | 2043-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                            | GARDNER                 | CUSIP: 365604TT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $874222.50    | 0.04%             | 2039-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-C                | CUSIP: 748508L48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $355479.75    | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306E33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4467337.48   | 0.19%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Upton MA                                                              | UPTON-REF               | CUSIP: 916847GQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $99887.07     | 0.00%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $771551.53    | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                          | ARLINGTON MA TWN        | CUSIP: 041609K23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2040014.37   | 0.09%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                            | ASHLAND MA              | CUSIP: 044357VL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1216637.65   | 0.05%             | 2051-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262BF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1160880.75   | 0.05%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY TRN SR-SER A     | CUSIP: 575579LP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $255269.01    | 0.01%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASS DEV FIN AGY-K      | CUSIP: 57584XF48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1253524.20   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1871510.51   | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y3N7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2330000 | PA      | $2618233.35   | 0.11%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XQ61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $740138.29    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                       | SPRINGFIELD WTR AND S   | CUSIP: 850777HS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $339474.40    | 0.01%             | 2032-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YGJ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    105000 | PA      | $114846.48    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-C      | CUSIP: 57582RWY8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2407896.23   | 0.10%             | 2046-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $598890.06    | 0.03%             | 2039-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $260354.77    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508E20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $390635.08    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-D      | CUSIP: 57582RSK3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5021572.50   | 0.22%             | 2040-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YTD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1213102.23   | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XVS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4041268.80   | 0.18%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL                  | CUSIP: 547647SY4<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1665007.13   | 0.07%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJZ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    310000 | PA      | $318176.22    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR-A1-RMKT-REF      | CUSIP: 576051BW5<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7000000.00   | 0.30%             | 2037-08-01      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH -A      | CUSIP: 57604THK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15060000 | PA      | $14608100.60  | 0.63%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL                  | CUSIP: 547647RQ2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $713997.34    | 0.03%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS           | CUSIP: 57582RKC9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5316580.00   | 0.23%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWD9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1709153.66   | 0.07%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                         | SOMERVILLE              | CUSIP: 835241EW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1030775.76   | 0.04%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A-REF    | CUSIP: 57584X6M8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1741564.83   | 0.08%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue   | MA TRANSN-A-2-VAR-SR    | CUSIP: 57563CCZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9725000 | PA      | $9725000.00   | 0.42%             | 2037-01-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-DEXTER   | CUSIP: 57584XDS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1760401.07   | 0.08%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RN69<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $5854398.00   | 0.25%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN AGY       | CUSIP: 57584XBE0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1090493.46   | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM81<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2985000 | PA      | $2771359.07   | 0.12%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J2       | CUSIP: 57584YJU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2180000 | PA      | $2231792.66   | 0.10%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324U1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1483283.25   | 0.06%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-F            | CUSIP: 57583UD47<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008937.60   | 0.04%             | 2036-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579J57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7440000 | PA      | $7890800.02   | 0.34%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN-199          | CUSIP: 57587AF94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2810000 | PA      | $2812210.91   | 0.12%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MA PORT AUTH     -A     | CUSIP: 575896PW9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $7123523.93   | 0.31%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306F81<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3140000 | PA      | $1940863.20   | 0.08%             | 2048-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587A4T2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1809497.50   | 0.08%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                                 | CENT BERKSHIRE          | CUSIP: 152645GK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1104402.60   | 0.05%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XU41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1035280.00   | 0.04%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XPZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4120000 | PA      | $3499799.10   | 0.15%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA SPL OBLG-REF         | CUSIP: 576002BL2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3470000 | PA      | $3871860.70   | 0.17%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MA ST WTR-UNREF-A       | CUSIP: 576047YW8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190464.13    | 0.01%             | 2029-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                           | STONEHAM                | CUSIP: 861827C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1309058.91   | 0.06%             | 2052-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YU31<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $414243.79    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-C        | CUSIP: 57587AVD7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $465134.85    | 0.02%             | 2042-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X6X4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $625731.96    | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Attleboro MA                                                          | ATTLEBORO               | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $2278057.79   | 0.10%             | 2050-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YTJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $288291.11    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YYZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1285765.50   | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XPS4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    635000 | PA      | $649190.85    | 0.03%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YK32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6420000 | PA      | $6464072.66   | 0.28%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Littleton MA                                                          | LITTLETON TWN           | CUSIP: 537802VH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $189580.39    | 0.01%             | 2038-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $746134.55    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                                | JPM-PUTTERS-XM1021      | CUSIP: 88035A8L8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2125000.00   | 0.09%             | 2037-11-01      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YE88<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    640000 | PA      | $650155.97    | 0.03%             | 2033-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-225      | CUSIP: 57587GSE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3340000 | PA      | $3504825.33   | 0.15%             | 2037-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GQV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2400543.12   | 0.10%             | 2042-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XT68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4125000 | PA      | $4369331.18   | 0.19%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG37<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $322979.13    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579L70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16155000 | PA      | $15465402.82  | 0.67%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J2       | CUSIP: 57584YJL4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    770000 | PA      | $828580.83    | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57586N4C2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    445000 | PA      | $437747.26    | 0.02%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RESOURCES -B     | CUSIP: 576051ZC3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1670367.90   | 0.07%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Salem MA                                                              | SALEM MA                | CUSIP: 794199S59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $534817.59    | 0.02%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-C      | CUSIP: 57582RWR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    610000 | PA      | $667550.82    | 0.03%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XGR6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    185000 | PA      | $190293.57    | 0.01%             | 2024-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252227.25    | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3065000 | PA      | $3156076.78   | 0.14%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA SPL OBLG-REF         | CUSIP: 576002BK4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    310000 | PA      | $339491.23    | 0.01%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RVY9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4932030.41   | 0.21%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579H34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2820198.22   | 0.12%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-L        | CUSIP: 57584YLX5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1305272.98   | 0.06%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XVP3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2070000 | PA      | $2113485.32   | 0.09%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RES REF-BEN-B    | CUSIP: 576049W30<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1427760.02   | 0.06%             | 2030-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                             | SAUGUS TWN              | CUSIP: 804243E41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $123914.29    | 0.01%             | 2035-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587A4P0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    940000 | PA      | $802389.26    | 0.03%             | 2032-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue   | MASSACHUSETTS ST DEPT   | CUSIP: 57563CET5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2145000 | PA      | $2352973.41   | 0.10%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWU9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    465000 | PA      | $523519.92    | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                            | NORWOOD TWN             | CUSIP: 669555E34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $498578.11    | 0.02%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1141357.63   | 0.05%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRX9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524271.95    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RESOURCES -B     | CUSIP: 576051ZA7<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1123919.70   | 0.05%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV FIN   | CUSIP: 57584XZU8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1239914.32   | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV-A     | CUSIP: 57584YSK6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3760000 | PA      | $4034433.38   | 0.18%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                             | ORANGE TWN              | CUSIP: 685066EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2795000 | PA      | $2121549.22   | 0.09%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584Y2C2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    925000 | PA      | $890548.19    | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH -C            | CUSIP: 57582RA89<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5555000 | PA      | $4302940.77   | 0.19%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $853000.88    | 0.04%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $589766.23    | 0.03%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS ST-A      | CUSIP: 57604TGG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14000000 | PA      | $14771870.40  | 0.64%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-J      | CUSIP: 57582RMB9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3070000 | PA      | $3263938.96   | 0.14%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YN21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76353.02     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                         | BURLINGTON TWN-REF      | CUSIP: 121835M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $480969.96    | 0.02%             | 2041-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RQN9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1972890.65   | 0.09%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $694785.42    | 0.03%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    460000 | PA      | $475585.08    | 0.02%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-C        | CUSIP: 57587AVF2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4490000 | PA      | $4032801.71   | 0.17%             | 2052-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $220935.78    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MASSACHUSETTS ST WTR    | CUSIP: 576051XE1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2229540.40   | 0.10%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-K1           | CUSIP: 57584XAF8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1190378.46   | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG86<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1475922.16   | 0.06%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XHD6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1157526.64   | 0.05%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV-P-AGC            | CUSIP: 57584YVT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6075000 | PA      | $7115802.41   | 0.31%             | 2059-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     86000 | PA      | $66146.89     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XMJ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3485000 | PA      | $3682057.93   | 0.16%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YAC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1111084.33   | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508E46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2180726.60   | 0.09%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GQU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $652245.63    | 0.03%             | 2037-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Town of Canton MA                                                             | CANTON TWN              | CUSIP: 138267R35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $120691.71    | 0.01%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YM97<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3510000 | PA      | $2835958.20   | 0.12%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH -C            | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1255000 | PA      | $965027.73    | 0.04%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229BC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3790000 | PA      | $2920899.94   | 0.13%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $305463.58    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XJ36<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4050000 | PA      | $4100665.50   | 0.18%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YAB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3162662.70   | 0.14%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XU58<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    630000 | PA      | $650167.12    | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YF53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1101080.50   | 0.05%             | 2046-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| City of Boston MA                                                             | BOSTON-B                | CUSIP: 100853B33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5205000 | PA      | $5828183.20   | 0.25%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-H-PREREFD    | CUSIP: 57584YK73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     80000 | PA      | $81987.37     | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASSACHUSETTS   | CUSIP: 914437TZ1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1081748.50   | 0.05%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG-B-SUB       | CUSIP: 576000WL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5110000 | PA      | $5447564.56   | 0.24%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cape Cod Regional Technical High School District                              | CAPE COD REGL TECH SD   | CUSIP: 139342BK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $2135551.74   | 0.09%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YPW3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2247714.52   | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN AGY       | CUSIP: 57584XBF7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2092651.00   | 0.09%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                          | LEXINGTON-MUNI PURP     | CUSIP: 529284X71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $405983.84    | 0.02%             | 2049-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U7D4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3120000 | PA      | $3202147.10   | 0.14%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                         | FALL RIVER              | CUSIP: 306297X31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $1999737.47   | 0.09%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON TOWN             | CUSIP: 277587G96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1125878.19   | 0.05%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN-F--REF    | CUSIP: 57584XFP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2525000 | PA      | $2633109.90   | 0.11%             | 2030-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS -A        | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4327992.40   | 0.19%             | 2043-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                        | PR SALES TAX FING-A1    | CUSIP: 74529JQB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    279000 | PA      | $259059.54    | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Randolph MA                                                           | RANDOLPH-MUNI PURP      | CUSIP: 752635N81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $741154.53    | 0.03%             | 2036-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH-A-REF   | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5534533.00   | 0.24%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Sharon MA                                                             | SHARON TWN              | CUSIP: 819649L51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5875000 | PA      | $6180973.53   | 0.27%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASS DEV FIN AGY-K      | CUSIP: 57584XE31<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $713187.94    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                         | LEOMINSTER              | CUSIP: 526408R84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $691620.05    | 0.03%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF-O2   | CUSIP: 57583UZ68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1883543.60   | 0.08%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL                  | CUSIP: 547647RR0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    895000 | PA      | $604514.24    | 0.03%             | 2043-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $794673.18    | 0.03%             | 2032-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XHV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8131015.20   | 0.35%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579K48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $753233.06    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV FIN   | CUSIP: 57584XZT1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1202818.08   | 0.05%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508F94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $531491.54    | 0.02%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1017552.18   | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3960000 | PA      | $4119100.13   | 0.18%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-A      | CUSIP: 57582RMV5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8650000 | PA      | $9117245.32   | 0.40%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2070283.80   | 0.09%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $615933.28    | 0.03%             | 2038-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XP62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     55000 | PA      | $56834.48     | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                           | LOWELL COLLEGIATE       | CUSIP: 547649AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2620000 | PA      | $2384817.53   | 0.10%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                            | GARDNER                 | CUSIP: 365604VH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2930000 | PA      | $2884350.31   | 0.13%             | 2048-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896UJ2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |  10690000 | PA      | $11436547.91  | 0.50%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS BAY       | CUSIP: 575579B97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3815000 | PA      | $4019144.08   | 0.17%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA ST-A                 | CUSIP: 57582RM78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1065659.29   | 0.05%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MA WTR RES REF-BEN-B    | CUSIP: 576049W97<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1870642.72   | 0.08%             | 2036-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-172      | CUSIP: 57587AFT0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180255.62    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Sharon MA                                                             | SHARON TWN              | CUSIP: 819649L69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2040000 | PA      | $1985952.44   | 0.09%             | 2032-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XL4<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    500000 | PA      | $553888.50    | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FINANCE AGENCY   | CUSIP: 57584YN70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1397380.89   | 0.06%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YNC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7350000 | PA      | $6274232.69   | 0.27%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MASSACHUSETTS ST SCH    | CUSIP: 576000YX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2630470.56   | 0.11%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GRC1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  29645000 | PA      | $30210762.97  | 1.31%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584YEX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $270907.23    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                            | ANDOVER                 | CUSIP: 034286AN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $563123.45    | 0.02%             | 2031-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YAD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2600116.88   | 0.11%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG-B-SENIOR    | CUSIP: 576000VA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3680000 | PA      | $3924363.04   | 0.17%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    642507 | PA      | $657529.52    | 0.03%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FING AGY-A       | CUSIP: 57584FKJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $491035.60    | 0.02%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508C89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $324510.01    | 0.01%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XG5<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    850000 | PA      | $957690.24    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584FEB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1846370.21   | 0.08%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                           | LOWELL COLLEGIATE       | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3020212.65   | 0.13%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                             | DEDHAM TWN              | CUSIP: 2436673D2<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    890000 | PA      | $879450.39    | 0.04%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RQL3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1219213.75   | 0.05%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57583U6M5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2301575.27   | 0.10%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                          | GUAM PWR AUTH-A         | CUSIP: 400653HC8<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    745000 | PA      | $761697.01    | 0.03%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-H-PREREFD    | CUSIP: 57584YK81<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $287704.12    | 0.01%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1594495 | PA      | $1634535.64   | 0.07%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-C             | CUSIP: 57582RQ41<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9132843.00   | 0.40%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-T        | CUSIP: 57584XK34<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7380220.40   | 0.32%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-SER J    | CUSIP: 57583UYP7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2020978.60   | 0.09%             | 2033-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AV2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   3840000 | PA      | $3475165.06   | 0.15%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Salem MA                                                              | SALEM MA                | CUSIP: 794199S67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $538580.26    | 0.02%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YZ69<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $353803.21    | 0.02%             | 2035-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoughton MA                                                          | STOUGHTON               | CUSIP: 862318F80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1860184.13   | 0.08%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH -C            | CUSIP: 57582RB21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1824972.75   | 0.08%             | 2050-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-222-RE   | CUSIP: 57587GJE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   8250000 | PA      | $5920684.28   | 0.26%             | 2041-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1145479.10   | 0.05%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584YGW3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1121189.15   | 0.05%             | 2024-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN-F--REF    | CUSIP: 57584XFN6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1943595.65   | 0.08%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YZH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $602773.91    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YR92<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $972772.10    | 0.04%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170RW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1550313.73   | 0.07%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV MA BLDG AUTH-1     | CUSIP: 914440QW5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  13080000 | PA      | $13845289.87  | 0.60%             | 2047-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A-REF    | CUSIP: 57584X6F3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $557528.84    | 0.02%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-A      | CUSIP: 57582RB70<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5063023.00   | 0.22%             | 2044-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Medway MA                                                             | MEDWAY                  | CUSIP: 585089TN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2797221.28   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508F86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $583901.60    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Wind Power Cooperative Corp                                         | BERKSHIRE WIND PWR-2    | CUSIP: 084719BD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $458206.77    | 0.02%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YXC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2441368.50   | 0.11%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS-A         | CUSIP: 57582RRD0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1294795.40   | 0.06%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1487228.20   | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $505409.14    | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Millbury MA                                                           | MILLBURY TWN            | CUSIP: 600242NE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $905993.33    | 0.04%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                                 | CENT BERKSHIRE          | CUSIP: 152645GN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1168999.68   | 0.05%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-178      | CUSIP: 57587AJD1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    215000 | PA      | $213662.16    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Minuteman Regional Vocational Technical School District                       | MINUTEMAN REGL SCH DT   | CUSIP: 604543EN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14751.93     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-DEXTER   | CUSIP: 57584XDR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $520379.85    | 0.02%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US LONG BOND(CBT) Mar23 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -58 | NC      | $-86786.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9330000 | PA      | $9398627.75   | 0.41%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Territory of Guam                                                             | GUAM GOVT BUSINESS PR   | CUSIP: 40065NCR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $272718.24    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508C97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $468216.28    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YQG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    385000 | PA      | $390619.04    | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG-D-REF       | CUSIP: 575831DN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2039689.20   | 0.09%             | 2036-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RK47<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3595000 | PA      | $3865803.80   | 0.17%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                          | MIDDLETON TWN           | CUSIP: 596731HH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2635000 | PA      | $1813446.53   | 0.08%             | 2042-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RN77<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2079009.73   | 0.09%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XL82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2229963.76   | 0.10%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                         | BURLINGTON TWN-REF      | CUSIP: 121835N32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2565000 | PA      | $1870099.43   | 0.08%             | 2050-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YS34<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960810.80    | 0.04%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue   | MASSACHUSETTS ST DEPT   | CUSIP: 57563CFG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $313564.97    | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-C        | CUSIP: 57563UAA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2281044.75   | 0.10%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1009770.48   | 0.04%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6155000 | PA      | $6675464.34   | 0.29%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J1       | CUSIP: 57584YJH3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4480000 | PA      | $4557003.14   | 0.20%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579L96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $3191919.77   | 0.14%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                             | DEDHAM TWN              | CUSIP: 2436673H3<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $801659.94    | 0.03%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YM63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    340000 | PA      | $320574.37    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL                  | CUSIP: 547647SZ1<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1305249.43   | 0.06%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS BAY       | CUSIP: 575579D95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3720281.60   | 0.16%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YSB6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    340000 | PA      | $351723.95    | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA ST HSG FIN AGY       | CUSIP: 57587GMT9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $589302.54    | 0.03%             | 2037-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                           | WEYMOUTH TWN            | CUSIP: 962201GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3101532.00   | 0.13%             | 2050-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRY7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    470000 | PA      | $490674.45    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MA ST CLEAN WTR TRUST   | CUSIP: 575829FW1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    230000 | PA      | $266719.96    | 0.01%             | 2031-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $572257.40    | 0.02%             | 2041-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579A64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1366835.85   | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508C71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $350005.62    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3566563.43   | 0.15%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y2F5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1395000 | PA      | $1609603.17   | 0.07%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                                 | CENT BERKSHIRE          | CUSIP: 152645GP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1002213.97   | 0.04%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    293000 | PA      | $249163.74    | 0.01%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1233342.16   | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                            | ANDOVER                 | CUSIP: 034286AP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $572641.04    | 0.02%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $585191.96    | 0.03%             | 2040-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587AL30<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1678010.83   | 0.07%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $932932.62    | 0.04%             | 2035-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AN0<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    600000 | PA      | $600533.28    | 0.03%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA ST CLG BLDG AUTH-A   | CUSIP: 575832Z86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3810000 | PA      | $2279901.71   | 0.10%             | 2051-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X5S6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $186052.23    | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XL74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1371047.73   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MA BLDG AUTH    | CUSIP: 914440QC9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1794366.15   | 0.08%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Bristol MA                                                          | BRISTOL CO              | CUSIP: 109889FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3785390.00   | 0.16%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752SJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1299587.63   | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                             | DEDHAM TWN              | CUSIP: 2436673G5<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $813236.60    | 0.04%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                        | EASTHAMPTON MA          | CUSIP: 277317NR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1068673.79   | 0.05%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $752341.13    | 0.03%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A-REF    | CUSIP: 57584X6J5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1555174.80   | 0.07%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY REF-SR-A-1       | CUSIP: 575579QF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1507302.71   | 0.07%             | 2034-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWP2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    565000 | PA      | $574848.57    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X8M6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3520000 | PA      | $3842913.89   | 0.17%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY -A-1     | CUSIP: 57587GNZ4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1452220.56   | 0.06%             | 2064-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                           | BROCKTON                | CUSIP: 111746LA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12290000 | PA      | $11565729.41  | 0.50%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-162      | CUSIP: 57586P3Q7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    880000 | PA      | $819891.69    | 0.04%             | 2037-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896VT9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    500000 | PA      | $556328.70    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YSU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050478.60   | 0.05%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS BAY       | CUSIP: 575579E37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5295360.50   | 0.23%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508WZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1310236.57   | 0.06%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YN54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10100000 | PA      | $11555383.74  | 0.50%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XJ9<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    670000 | PA      | $749052.97    | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -I-REF   | CUSIP: 57584YP94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $669353.46    | 0.03%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XPR6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    750000 | PA      | $768590.63    | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $534833.12    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Shrewsbury MA                                                         | SHREWSBURY TWN-REF      | CUSIP: 825502D95<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $2499379.49   | 0.11%             | 2033-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RVX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9705000 | PA      | $10528138.31  | 0.46%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                           | LOWELL COLLEGIATE       | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $592330.94    | 0.03%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-C                | CUSIP: 748508L55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $275446.05    | 0.01%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -I-REF   | CUSIP: 57584YP52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1512516.74   | 0.07%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-223      | CUSIP: 57587GLP8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    355000 | PA      | $270609.54    | 0.01%             | 2036-12-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM40<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1678800.25   | 0.07%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Federal Highway Grant Anticipation Note Revenue | MA FED HWY-A            | CUSIP: 57583PGB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2590919.25   | 0.11%             | 2024-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                             | DEDHAM TWN              | CUSIP: 2436673E0<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    890000 | PA      | $871908.79    | 0.04%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                        | EASTHAMPTON MA          | CUSIP: 277317NS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1684438.21   | 0.07%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $302119.17    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY TRANS-A-REF      | CUSIP: 575579ZN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5802185.20   | 0.25%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752VL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1401860.60   | 0.06%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YYK9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4790000 | PA      | $4908086.43   | 0.21%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5804702.20   | 0.25%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Wind Power Cooperative Corp                                         | BERKSHIRE WIND PWR-2    | CUSIP: 084719BE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $489701.79    | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YR43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1417934.07   | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XL33<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102530.31    | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1027195.73   | 0.04%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2478181.44   | 0.11%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X8N4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3240000 | PA      | $3532431.06   | 0.15%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U6Y9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103061.92    | 0.00%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y3G2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    230000 | PA      | $261714.54    | 0.01%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                            | MILFORD                 | CUSIP: 599496YK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5335000 | PA      | $3531071.12   | 0.15%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN              | CUSIP: 57584YVR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  16765000 | PA      | $17182758.65  | 0.75%             | 2059-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eclipse Funding Trust                                                         | ECLIPSE-SOLAR-0027      | CUSIP: 27884FZ52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2690000.00   | 0.12%             | 2042-02-01      | Variable      | 0.96%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X8T1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5018618.00   | 0.22%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                             | LOWELL MA -REF          | CUSIP: 547647NZ6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2083506.75   | 0.09%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RP26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9205000 | PA      | $5647393.61   | 0.25%             | 2051-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YU49<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    520000 | PA      | $410942.22    | 0.02%             | 2051-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229CL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2089467.91   | 0.09%             | 2051-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508XA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1249949.06   | 0.05%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YL64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9060000 | PA      | $7702257.53   | 0.33%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $746978.88    | 0.03%             | 2030-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blue Hills Regional Technical High School District                            | BLUE HILLS REGL TECH    | CUSIP: 095597AX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90664.98     | 0.00%             | 2039-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-223      | CUSIP: 57587GLR4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3864614.80   | 0.17%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RC79<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    145000 | PA      | $162670.79    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MA CLEAN WTR TRUST 22   | CUSIP: 575829FQ4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4865000 | PA      | $5385825.01   | 0.23%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MASSACHUSETTS ST SCH    | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1575490.67   | 0.07%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211452.16    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-D             | CUSIP: 57582RR81<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $8131491.75   | 0.35%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                            | ANDOVER                 | CUSIP: 034286AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $472180.89    | 0.02%             | 2034-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | CMNWLTH MASSACHUSETS    | CUSIP: 57582REB8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16295000 | PA      | $16823953.62  | 0.73%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA ST CLG BLDG AUTH-A   | CUSIP: 575832Y87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $872980.26    | 0.04%             | 2043-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MA BAY REF-SR-A-1       | CUSIP: 575579QB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3805000 | PA      | $4461117.08   | 0.19%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AR1<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    600000 | PA      | $585581.22    | 0.03%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA REF-SER B            | CUSIP: 57582NXN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    520000 | PA      | $589984.93    | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YE96<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $607807.68    | 0.03%             | 2034-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584YBS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    355000 | PA      | $368526.92    | 0.02%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-L        | CUSIP: 57584YLW7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1146591.07   | 0.05%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRZ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $504886.02    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-LINDEN   | CUSIP: 57584YMJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4435000 | PA      | $4518421.91   | 0.20%             | 2046-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1356720.95   | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YSZ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1467467.15   | 0.06%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YR68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $993458.80    | 0.04%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                                 | CENT BERKSHIRE          | CUSIP: 152645GL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1154113.37   | 0.05%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                             | ORANGE TWN              | CUSIP: 685066DZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $355494.12    | 0.02%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XHE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2605000 | PA      | $2609459.24   | 0.11%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON MA               | CUSIP: 277587D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $847238.47    | 0.04%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YW21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    780000 | PA      | $634612.21    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $875369.91    | 0.04%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XK6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    615000 | PA      | $684284.30    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752VM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2068539.62   | 0.09%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XYG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5660000 | PA      | $6647215.50   | 0.29%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                             | BOSTON                  | CUSIP: 100853H60<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1823620.16   | 0.08%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J2       | CUSIP: 57584YJW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4230000 | PA      | $4257343.14   | 0.18%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA ST-REF-A             | CUSIP: 57582NUZ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    300000 | PA      | $356463.12    | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306F40<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4550000 | PA      | $3305248.77   | 0.14%             | 2044-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506700.85    | 0.02%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RC95<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1392317.13   | 0.06%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y3J6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1160978.60   | 0.05%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MASSACHUSETTS CLG-A     | CUSIP: 5758324N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1060000 | PA      | $1208953.64   | 0.05%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1434255.19   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                             | BOSTON-A                | CUSIP: 100853YM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $6302418.35   | 0.27%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U7H5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7925000 | PA      | $7983379.51   | 0.35%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                            | LINCOLN-SCH             | CUSIP: 533849PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1042065.83   | 0.05%             | 2040-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XPX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4785000 | PA      | $4834278.32   | 0.21%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASSACHUSETTS   | CUSIP: 914440SB9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   8450000 | PA      | $8968978.72   | 0.39%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170PL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $572963.24    | 0.02%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV-P-BOSTON UNIV    | CUSIP: 57583FFX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1826462.39   | 0.08%             | 2039-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                            | NORWOOD TWN             | CUSIP: 669555G81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4285000 | PA      | $4326201.99   | 0.19%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XQ79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508011.60    | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-A      | CUSIP: 57582RGL4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $5398695.23   | 0.23%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579K89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $1015262.40   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4312676 | PA      | $4411873.59   | 0.19%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRL5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    675000 | PA      | $681942.65    | 0.03%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-A-PREREF     | CUSIP: 57584YSC4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2258794.09   | 0.10%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YH28<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7225000 | PA      | $7302717.16   | 0.32%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                            | NORWOOD TWN             | CUSIP: 669555D27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $1224750.80   | 0.05%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XUK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     40000 | PA      | $42235.33     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YG45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $213550.18    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                                | TNDR OPT-FLTRS-XG0070   | CUSIP: 88033SUK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11630000 | PA      | $11630000.00  | 0.50%             | 2048-10-01      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XJU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2235000 | PA      | $2345414.14   | 0.10%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YTB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1082655.30   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSSETS-B         | CUSIP: 57582RV60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    245000 | PA      | $206751.95    | 0.01%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $797117.06    | 0.03%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3084076.50   | 0.13%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584X4P3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6765000 | PA      | $6848443.57   | 0.30%             | 2057-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cape Cod Regional Technical High School District                              | CAPE COD REGL TECH SD   | CUSIP: 139342BJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $505933.72    | 0.02%             | 2031-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN-F--REF    | CUSIP: 57584XFS5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1120688.46   | 0.05%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YQH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    800000 | PA      | $808215.84    | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Newton MA                                                             | NEWTON-REF              | CUSIP: 6530637C5<br>LEI: 5493002K4RYNFEPKGB67 | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3386286.81   | 0.15%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                             | LUDLOW TWN MA           | CUSIP: 549696RM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $886398.68    | 0.04%             | 2030-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                             | DEDHAM TWN              | CUSIP: 2436673F7<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    890000 | PA      | $846160.47    | 0.04%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584Y2A6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $391629.72    | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1062998.06   | 0.05%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XMU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1296230.00   | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                      | MIDDLEBOROUGH TWN       | CUSIP: 596051XQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1014929.97   | 0.04%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MASSACHUSETTS ST SCH    | CUSIP: 576000YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $130285.84    | 0.01%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YF20<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    550000 | PA      | $554142.33    | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV-A     | CUSIP: 57584YSJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8245000 | PA      | $9344531.76   | 0.41%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG AUTH-C      | CUSIP: 576000SH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1727121.76   | 0.07%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $128400.46    | 0.01%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584Y2D0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1945000 | PA      | $1810113.28   | 0.08%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                    | NE MET REGL VOCATIONA   | CUSIP: 664262AP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    935000 | PA      | $960644.34    | 0.04%             | 2036-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                            | TAUNTON                 | CUSIP: 8766724S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    915000 | PA      | $958057.52    | 0.04%             | 2031-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER               | CUSIP: 981306D91<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4900000 | PA      | $5130930.14   | 0.22%             | 2033-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                            | GARDNER                 | CUSIP: 365604UA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $745932.20    | 0.03%             | 2046-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2262918 | PA      | $2293941.25   | 0.10%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                           | LAWRENCE                | CUSIP: 520229BS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1235551.36   | 0.05%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109QJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2115000 | PA      | $1388248.35   | 0.06%             | 2046-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASSACHUSETTS   | CUSIP: 914440RS3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3420000 | PA      | $3821155.06   | 0.17%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT Mar23 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -157 | NC      | $-215328.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XC74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $521792.15    | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                             | SAUGUS TWN              | CUSIP: 804243D83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $916060.97    | 0.04%             | 2031-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                            | ANDOVER                 | CUSIP: 034286AQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $586588.46    | 0.03%             | 2033-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AU4<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4145709.60   | 0.18%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASSACHUSETTS   | CUSIP: 914440RV6<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   3035000 | PA      | $3341531.05   | 0.14%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XL25<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2525713.50   | 0.11%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XYD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  19420000 | PA      | $22692926.40  | 0.98%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue   | MASSACHUSETTS TRANS-A   | CUSIP: 57563CDJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8650000 | PA      | $8667075.97   | 0.38%             | 2039-01-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GRA5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4752370.30   | 0.21%             | 2066-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                            | ASHLAND TWN             | CUSIP: 044357WT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2294189.80   | 0.10%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                          | BRAINTREE TWN           | CUSIP: 1050258G8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $622548.50    | 0.03%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YB40<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1270144.16   | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896VP7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1131868.00   | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XPY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9023351.40   | 0.39%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H        | CUSIP: 57584X5J6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $305109.03    | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57583UA40<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    950000 | PA      | $961301.20    | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                           | WEYMOUTH TWN            | CUSIP: 962201GJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $350129.02    | 0.02%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896UH6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   6960000 | PA      | $7492437.22   | 0.33%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XGZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    465000 | PA      | $475556.94    | 0.02%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A-REF    | CUSIP: 57584X6K2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1562562.04   | 0.07%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508G36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $579161.75    | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-K1           | CUSIP: 57584XAN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2420000 | PA      | $2478736.30   | 0.11%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                         | SOMERVILLE              | CUSIP: 835241FE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1219478.60   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YTC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1825869.92   | 0.08%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                        | PR SALES TAX FING-A1    | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $972298.65    | 0.04%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Rowley MA                                                             | ROWLEY-MUNI LN          | CUSIP: 779749LP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1484367.14   | 0.06%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-UNREF    | CUSIP: 57583UV39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1177224.39   | 0.05%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YR76<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1726863.25   | 0.07%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-H-UNREFD     | CUSIP: 57584YL31<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25548.41     | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                           | MASSACHUSETTS ST CLEA   | CUSIP: 575829HC3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2540000 | PA      | $2852462.67   | 0.12%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-F            | CUSIP: 57583UC48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5830000 | PA      | $5878213.52   | 0.26%             | 2043-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                      | DENNIS-YARMOUTH REGL    | CUSIP: 248613JC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3615000 | PA      | $2404118.15   | 0.10%             | 2046-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YVY2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    425000 | PA      | $426083.16    | 0.02%             | 2023-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XVE8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1250915.32   | 0.05%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV FIN   | CUSIP: 57584XZW4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2131852.92   | 0.09%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-223      | CUSIP: 57587GLQ6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2615000 | PA      | $1939328.46   | 0.08%             | 2039-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YDJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1271095.31   | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                       | MA ST HLTH-L            | CUSIP: 57585K3G1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |    165000 | PA      | $202715.67    | 0.01%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-169      | CUSIP: 57587ABA5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    240000 | PA      | $240098.81    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XT92<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1575396.15   | 0.07%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752SK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1333260.36   | 0.06%             | 2032-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $530425.54    | 0.02%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YU64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    135000 | PA      | $136353.65    | 0.01%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY -I-REF   | CUSIP: 57584YP45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1279516.44   | 0.06%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRQ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1637581.82   | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XH3<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    600000 | PA      | $673743.90    | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MA PORT AUTH-REF-A      | CUSIP: 575896RP2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   1060000 | PA      | $1120627.44   | 0.05%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XM24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    440000 | PA      | $460723.12    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS ST-A      | CUSIP: 57604TGA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1873814.89   | 0.08%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS ST BAY    | CUSIP: 575579A98<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $384699.56    | 0.02%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-C                | CUSIP: 748508K80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $679709.58    | 0.03%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57583U6L7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502380.55    | 0.02%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FING AGY-A       | CUSIP: 57584FKR0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $887836.64    | 0.04%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                                | UNIV OF MASSACHUSETTS   | CUSIP: 914440RT1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   5085000 | PA      | $5658883.95   | 0.25%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY -B               | CUSIP: 748508H50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1634626.95   | 0.07%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                          | WAKEFIELD TWN           | CUSIP: 931065UV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3095000 | PA      | $3108925.64   | 0.13%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH-A-REF   | CUSIP: 57604TJW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4545000 | PA      | $3968629.92   | 0.17%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-225      | CUSIP: 57587GSH9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  12825000 | PA      | $13740973.04  | 0.60%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV-P-BOSTON UNIV    | CUSIP: 57583RCC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1575773.92   | 0.07%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNM9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6470000 | PA      | $6164073.17   | 0.27%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H-1      | CUSIP: 57584XDG3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1038214.90   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA ST CLG BLDG AUTH-A   | CUSIP: 575832Z37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1346753.73   | 0.06%             | 2046-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6190000 | PA      | $6590732.55   | 0.29%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XL90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3675352.45   | 0.16%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REV      | CUSIP: 57584YW39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $1271798.22   | 0.06%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MASSACHUSETTS ST HSG    | CUSIP: 57587GCC7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    175000 | PA      | $138305.88    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YC64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1672342.67   | 0.07%             | 2038-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    225000 | PA      | $233010.16    | 0.01%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-UNREF    | CUSIP: 57583UV62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2555000 | PA      | $2557524.85   | 0.11%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON MA               | CUSIP: 277587D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $194777.31    | 0.01%             | 2037-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XKB6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5335000 | PA      | $5385584.34   | 0.23%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MASSACHUSETTS ST WTR    | CUSIP: 576051XH4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4408501.60   | 0.19%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                             | LUDLOW TWN MA           | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $194785.70    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Salem MA                                                              | SALEM MA                | CUSIP: 794199S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $582771.29    | 0.03%             | 2034-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                            | TAUNTON                 | CUSIP: 8766724U7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $807288.13    | 0.04%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YVZ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    440000 | PA      | $442026.02    | 0.02%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H        | CUSIP: 57584X5A5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    210000 | PA      | $221215.53    | 0.01%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YYD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $283170.69    | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XRT0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1060369.50   | 0.05%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XMT5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1035371.60   | 0.04%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170RU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1462042.54   | 0.06%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                             | EASTON MA               | CUSIP: 277587E31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1394515.40   | 0.06%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XUG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106589.15    | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508D54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $510204.20    | 0.02%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                          | BRAINTREE TWN           | CUSIP: 1050254D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $343667.70    | 0.01%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Randolph MA                                                           | RANDOLPH-MUNI PURP      | CUSIP: 752635N73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $805840.53    | 0.03%             | 2035-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584YHJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9855000 | PA      | $9856187.53   | 0.43%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J1       | CUSIP: 57584YJG5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5118790.50   | 0.22%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                            | MILFORD                 | CUSIP: 599496YC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $4468450.14   | 0.19%             | 2044-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                        | NEW BEDFORD             | CUSIP: 642170RV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1511472.19   | 0.07%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                            | PEABODY                 | CUSIP: 70457PDJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $110152.43    | 0.00%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH-B             | CUSIP: 57582RN93<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13780000 | PA      | $8284179.10   | 0.36%             | 2050-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG AUTH-A      | CUSIP: 575832H94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $900673.42    | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XVN8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    770000 | PA      | $788307.67    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YSA8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    605000 | PA      | $627530.02    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRT8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    715000 | PA      | $764637.02    | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XT50<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4823211.10   | 0.21%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RD29<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $5664387.30   | 0.25%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RH82<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    300000 | PA      | $249738.12    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                         | FALL RIVER MA           | CUSIP: 3062972R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $106794.55    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASS DEV FIN AGY-K      | CUSIP: 57584XF30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046190.00   | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                         | BURLINGTON TWN-REF      | CUSIP: 121835M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1031472.42   | 0.04%             | 2046-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                          | BRAINTREE TWN           | CUSIP: 1050253Z1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1795738.19   | 0.08%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-BANS             | CUSIP: 748508H84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10088132.00  | 0.44%             | 2023-07-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG-D-REF       | CUSIP: 575831DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3435000 | PA      | $3594938.07   | 0.16%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY-225      | CUSIP: 57587GSF3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6490000 | PA      | $6828885.09   | 0.30%             | 2042-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XD65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5700000 | PA      | $5825722.05   | 0.25%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XNC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $741433.07    | 0.03%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YQE2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1282125.95   | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN-K1           | CUSIP: 57584XAH4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1820000 | PA      | $1880493.52   | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584XGX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    165000 | PA      | $169333.76    | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                         | LEOMINSTER              | CUSIP: 526408S34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $103554.69    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57584YT82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1168847.82   | 0.05%             | 2026-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J2       | CUSIP: 57584YJV2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6611723.30   | 0.29%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-A      | CUSIP: 57582RMX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4765736.25   | 0.21%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                        | EASTHAMPTON MA          | CUSIP: 277317NT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $61410.96     | 0.00%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YX46<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2182408.52   | 0.09%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS PORT-D    | CUSIP: 575896XF7<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    500000 | PA      | $565934.00    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $814274.61    | 0.04%             | 2035-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YUP2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1950000.00   | 0.08%             | 2022-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AL4<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    655000 | PA      | $748429.66    | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    155000 | PA      | $172887.02    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Department of Transportation                                    | MA TPK CAB-SR-SER A     | CUSIP: 576018AK1<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |   7110000 | PA      | $5980804.02   | 0.26%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                          | GUAM PWR AUTH-A         | CUSIP: 400653HA2<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011789.50   | 0.04%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                       | MA H/E FACS AUTH        | CUSIP: 57586CT21<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3536344.24   | 0.15%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RD60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10745471.00  | 0.47%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV-P-BOSTON UNIV    | CUSIP: 57583FFZ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1288196.38   | 0.06%             | 2059-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                            | LINCOLN-SCH             | CUSIP: 533849PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1880000 | PA      | $1732642.03   | 0.08%             | 2037-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-E        | CUSIP: 57584XWH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3211145.23   | 0.14%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-E      | CUSIP: 57582RQF6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $2676018.66   | 0.12%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV-B-ZERO CPN    | CUSIP: 57583RXQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1169572.60   | 0.05%             | 2032-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                         | GLOUCESTER              | CUSIP: 379713MH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $607569.85    | 0.03%             | 2042-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MA SCH BLDG AUTH-C      | CUSIP: 576000SE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10469271.00  | 0.45%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508XQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5155000 | PA      | $3219715.06   | 0.14%             | 2046-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MA COMMONWEALTH-A-REF   | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $462946.72    | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                     | MASSACHUSETTS ST-A      | CUSIP: 57604TFJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7900000 | PA      | $8389611.98   | 0.36%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584XT43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2160000 | PA      | $2275037.28   | 0.10%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-LINDEN   | CUSIP: 57584YMF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1579734.60   | 0.07%             | 2028-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| City of Chicopee MA                                                           | CHICOPEE                | CUSIP: 1685922Z5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $347826.05    | 0.02%             | 2035-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                         | FRAMINGHAM              | CUSIP: 351695BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $860354.62    | 0.04%             | 2039-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AUTH-REF     | CUSIP: 57584YRM3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    650000 | PA      | $666447.02    | 0.03%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584YT66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $387140.92    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue   | MASSACHUSETTS ST DEPT   | CUSIP: 57563CER9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $882723.64    | 0.04%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY-A-REF            | CUSIP: 748508E38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1131888.40   | 0.05%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MA CMWLTH -C            | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9680000 | PA      | $7559134.26   | 0.33%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-REF      | CUSIP: 57583U7E2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4580000 | PA      | $4650247.12   | 0.20%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN -J2       | CUSIP: 57584YJJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $118897.55    | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Bristol MA                                                          | BRISTOL CO              | CUSIP: 109889FP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4405000 | PA      | $4929008.67   | 0.21%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rib Floater Trust Various States                                              | TNDR OPT-FLTR-021       | CUSIP: 76252PUD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8745000 | PA      | $8745000.00   | 0.38%             | 2058-06-01      | Variable      | 0.89%                 | Yes           |                  2 | On Loan: No      |
| Town of Needham MA                                                            | NEEDHAM-MUNI PURP LN    | CUSIP: 6398462Y9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    765000 | PA      | $708006.96    | 0.03%             | 2035-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YX79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $903488.60    | 0.04%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y2J7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1265606.50   | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584X6Y2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1867313.91   | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                          | WORCESTER-A             | CUSIP: 981306VX8<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    230000 | PA      | $223963.51    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSSETS-B         | CUSIP: 57582RV78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1480647.78   | 0.06%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN-F--REF    | CUSIP: 57584XFR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $462708.95    | 0.02%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YX53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1274244.15   | 0.06%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-H-1      | CUSIP: 57584XDQ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $131309.83    | 0.01%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-A        | CUSIP: 57584XPW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3375000 | PA      | $3416413.28   | 0.15%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                        | PR SALES TAX FING-A1    | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    887000 | PA      | $644189.25    | 0.03%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YMY2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    900000 | PA      | $868759.02    | 0.04%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS DEV FIN   | CUSIP: 57584XZV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1487529.45   | 0.06%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                                | MA CLG BLDG AUTH-B      | CUSIP: 575832E55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $782398.85    | 0.03%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                         | BURLINGTON TWN-REF      | CUSIP: 121835M33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $492927.78    | 0.02%             | 2042-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                       | MA H/E VAR-PTNRS-P2     | CUSIP: 57586EHU8<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  10550000 | PA      | $10550000.00  | 0.46%             | 2027-07-01      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                  | MASSACHUSETTS ST PORT   | CUSIP: 575896VS1<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    700000 | PA      | $782592.65    | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                  | MASSACHUSETTS BAY       | CUSIP: 575579E45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1776792.70   | 0.08%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                       | MASSACHUSETTS ST SCH    | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5765000 | PA      | $6150367.77   | 0.27%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YYG8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3095000 | PA      | $2877025.03   | 0.12%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                         | FALL RIVER              | CUSIP: 306297X49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2335000 | PA      | $2037114.94   | 0.09%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                                | TNDR OPT-FLTRS-XF2706   | CUSIP: 88034NHL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10600000 | PA      | $10600000.00  | 0.46%             | 2038-09-01      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                                 | MA MUNI WHOLESALE -A    | CUSIP: 575766AM2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    650000 | PA      | $659056.39    | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                       | SPRINGFIELD WTR AND S   | CUSIP: 850777HR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $362240.00    | 0.02%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $565660.05    | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-CABS-SER   | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    686086 | PA      | $375446.98    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Swampscott MA                                                         | SWAMPSCOTT TWN          | CUSIP: 869648ZN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1915852.25   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                        | SPRINGFIELD             | CUSIP: 850752VK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $970858.42    | 0.04%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                   | W SPRINGFIELD TWN-REF   | CUSIP: 956109PZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $628241.96    | 0.03%             | 2037-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                       | MASSACHUSETTS ST WTR    | CUSIP: 576051XK7<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    380000 | PA      | $416423.53    | 0.02%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST-A      | CUSIP: 57582RMW3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3195555.60   | 0.14%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY-I        | CUSIP: 57584XMH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1885000 | PA      | $1992429.35   | 0.09%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584Y3H0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1288051.30   | 0.06%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YL56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4050000 | PA      | $3539457.81   | 0.15%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                            | NORWOOD TWN             | CUSIP: 669555H56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9878136.00   | 0.43%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA ST HSG FIN AGY       | CUSIP: 57587GMU6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $981749.00    | 0.04%             | 2042-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                            | MEDFORD                 | CUSIP: 584190UN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $826585.40    | 0.04%             | 2036-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YC56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1683803.68   | 0.07%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8500000 | PA      | $8600038.20   | 0.37%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN AGY-N     | CUSIP: 57584XNY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7760000 | PA      | $7939637.02   | 0.34%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YMZ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3010770.98   | 0.13%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                 | MASSACHUSETTS ST        | CUSIP: 57582RH33<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3505000 | PA      | $3049264.48   | 0.13%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                             | QUINCY                  | CUSIP: 748508YE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $188680.96    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY -A       | CUSIP: 57586N5L1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3987274.00   | 0.17%             | 2054-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Town of Palmer MA                                                             | PALMER TWN-BANS         | CUSIP: 696837JH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $780367.90    | 0.03%             | 2023-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA ST DEV FIN-F--REF    | CUSIP: 57584XFT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31037.73     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YWE5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    560000 | PA      | $590464.73    | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YAH2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1313724.23   | 0.06%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                             | SAUGUS TWN              | CUSIP: 804243E25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $939394.58    | 0.04%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MA DEV FIN AGY          | CUSIP: 57584XVR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1178638.42   | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                          | MA HSG FIN AGY          | CUSIP: 57587AY85<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $2268523.97   | 0.10%             | 2049-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                      | MASSACHUSETTS ST DEV    | CUSIP: 57584YM71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    355000 | PA      | $330901.43    | 0.01%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                   | RESTRUCTURED-SER A1     | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2468523 | PA      | $2478918.44   | 0.11%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer