# EDGAR Filing Document

**Accession Number:** 0001070414
**File Stem:** 0001752724-25-182568
**Filing Date:** 2025-7
**Character Count:** 355013
**Document Hash:** e5bcff24ad26c2a1454c1763e9923761
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182568.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182568

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MASSACHUSETTS TAX-EXEMPT FUNDS
- **CENTRAL INDEX KEY:** 0001070414

**ORGANIZATION NAME:**
- **EIN:** 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:** 251161293

**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:** 2025-11-30

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2829754350.79

**Total Liabilities:** $13386631.63

**Net Assets:** $2816367719.16

**Delayed Delivery Securities:** $4442899.00

**Cash Not Reported:** $18981029.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2693.48198558 | **1-Year:** -66736.13678871 | **5-Year:** -269765.46652532 | **10-Year:** -994730.74216645 | **30-Year:** -532810.42706518

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

- **3-Month:** -12.66271305 | **1-Year:** -290.91223967 | **5-Year:** -1197.51806497 | **10-Year:** -4333.89108177 | **30-Year:** -3457.07483465

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007887 | -2.16%               | -0.70%               | -0.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3147478.46             | $-69212270.85                              |
| Month 2  | $-8351339.31             | $-21471777.54                              |
| Month 3  | $-9470880.53             | $-13936969.29                              |

### 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      | $2368891.07   | 0.08%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57583U6K9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24270.28     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647TM9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $4378124.91   | 0.16%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175106.52    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJY5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024337.20   | 0.04%             | 2043-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-MERRIMACK       | CUSIP: 57583UL48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10015000 | PA      | $9725871.96   | 0.35%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $517489.86    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6310000 | PA      | $5459864.43   | 0.19%             | 2054-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4F0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5067545.00   | 0.18%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX43<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    615000 | PA      | $662955.42    | 0.02%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582R2C9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4180000 | PA      | $4253581.38   | 0.15%             | 2049-11-01      | 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      | $694003.25    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJD8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1121375.25   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    890000 | PA      | $896457.57    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL86<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $574995.50    | 0.02%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Town of Plymouth MA                                                         | PLYMOUTH TWN               | CUSIP: 729654WF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $833601.90    | 0.03%             | 2034-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1171203.01   | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $5295972.85   | 0.19%             | 2039-10-01      | 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      | $3890555.59   | 0.14%             | 2057-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $160170.26    | 0.01%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF38<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    470000 | PA      | $511525.53    | 0.02%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS ST DEPT      | CUSIP: 57563CES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3464217.92   | 0.12%             | 2034-01-01      | 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      | $1340209.02   | 0.05%             | 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        |   8775000 | PA      | $8775000.00   | 0.31%             | 2037-08-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLX6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $702710.65    | 0.02%             | 2039-05-01      | Fixed         | 3.00%                 | 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      | $775343.60    | 0.03%             | 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        |    735000 | PA      | $760048.73    | 0.03%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1751287.20   | 0.06%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKF1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1451727.80   | 0.05%             | 2046-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3104000 | PA      | $2983970.18   | 0.11%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHC5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5648627.00   | 0.20%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-D            | CUSIP: 57582RXC5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6540000 | PA      | $6099797.83   | 0.22%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57583U6N3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7745000 | PA      | $7161336.80   | 0.25%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9535000 | PA      | $8517863.41   | 0.30%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    320000 | PA      | $333232.77    | 0.01%             | 2027-07-15      | 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      | $722085.21    | 0.03%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    685000 | PA      | $692131.74    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $843488.77    | 0.03%             | 2036-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3X7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1736859.60   | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YE7<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1393262.86   | 0.05%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $550042.44    | 0.02%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWT9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4615193.70   | 0.16%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZL0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1940000 | PA      | $1178826.26   | 0.04%             | 2044-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-B-REF                | CUSIP: 57582R3K0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3350435.20   | 0.12%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6200000 | PA      | $3550074.74   | 0.13%             | 2048-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5375000 | PA      | $5509225.58   | 0.20%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044WW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $83204.59     | 0.00%             | 2042-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4D5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9370000 | PA      | $9512358.41   | 0.34%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZP3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259389.23    | 0.01%             | 2033-06-01      | Fixed         | 4.65%                 | 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      | $257367.52    | 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      | $1683500.68   | 0.06%             | 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        |    990000 | PA      | $691364.22    | 0.02%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5070000 | PA      | $4760342.65   | 0.17%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2195000 | PA      | $1884135.10   | 0.07%             | 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      | $459050.81    | 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      | $678449.99    | 0.02%             | 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      | $108105.96    | 0.00%             | 2038-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-F3-VAR-PTNRS        | CUSIP: 57586CGB5<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1435000.00   | 0.05%             | 2040-07-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252770.58    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU25<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $153573.42    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | 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      | $379649.56    | 0.01%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA TRANSN-VAR-SR-A1        | CUSIP: 57563CBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100000.00    | 0.00%             | 2037-01-01      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8V6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  22170000 | PA      | $20033536.96  | 0.71%             | 2041-07-01      | Fixed         | 4.00%                 | 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      | $318631.44    | 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        |   7150000 | PA      | $5981755.07   | 0.21%             | 2047-07-01      | 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      | $92610.01     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8B7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    690000 | PA      | $536835.11    | 0.02%             | 2035-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY59<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4945000 | PA      | $5008641.16   | 0.18%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1707916.20   | 0.06%             | 2038-08-15      | Fixed         | 3.00%                 | 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      | $955453.80    | 0.03%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1188065.76   | 0.04%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1115897.97   | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AQ3<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    880000 | PA      | $865665.77    | 0.03%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEL8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2181317.80   | 0.08%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFG9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506476.60    | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-HTA 98 SR CLAIM        | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1551696 | PA      | $950413.80    | 0.03%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4860000 | PA      | $4655791.06   | 0.17%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1021427.42   | 0.04%             | 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      | $585215.44    | 0.02%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6Q9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7790000 | PA      | $5672156.07   | 0.20%             | 2054-12-01      | Fixed         | 3.25%                 | 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      | $1051780.35   | 0.04%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NH5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1231979.17   | 0.04%             | 2040-02-01      | 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      | $785169.16    | 0.03%             | 2027-07-01      | Fixed         | 5.00%                 | 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      | $125852.14    | 0.00%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1175385.31   | 0.04%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4489598.80   | 0.16%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6145000 | PA      | $5340531.01   | 0.19%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F99<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $1789560.32   | 0.06%             | 2049-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKA5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012249.40   | 0.04%             | 2045-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $8259055.50   | 0.29%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXK6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1505883.60   | 0.05%             | 2048-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCK7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2394186.72   | 0.09%             | 2067-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJQ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1215452.71   | 0.04%             | 2035-07-01      | 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      | $2036242.04   | 0.07%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2134797.07   | 0.08%             | 2034-09-01      | 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        |   2870000 | PA      | $2855087.77   | 0.10%             | 2031-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YU98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186057.16    | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NF9<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3745000 | PA      | $4145530.75   | 0.15%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3945000 | PA      | $3428542.69   | 0.12%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3591631.96   | 0.13%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEJ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1160610.59   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $76212.52     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Water & Sewer Commission                                             | BOSTON MA WTR & SWR-B      | CUSIP: 101029UP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2421100.20   | 0.09%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAE2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $8720510.76   | 0.31%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCF8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976150.40    | 0.03%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6E      | CUSIP: 57583RWD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5100000 | PA      | $5100000.00   | 0.18%             | 2042-10-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1229661.12   | 0.04%             | 2034-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA30<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3670000 | PA      | $3069096.59   | 0.11%             | 2034-03-01      | Fixed         | 2.00%                 | 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      | $10166801.00  | 0.36%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R7H3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    670000 | PA      | $734282.35    | 0.03%             | 2030-05-01      | 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        |    950000 | PA      | $813210.36    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5215000 | PA      | $5228356.14   | 0.19%             | 2053-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV55<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    435000 | PA      | $448331.27    | 0.02%             | 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      | $3633407.10   | 0.13%             | 2045-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NN2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4037642.25   | 0.14%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-VAR-K1           | CUSIP: 57583R6H3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9485000 | PA      | $9485000.00   | 0.34%             | 2046-07-01      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    315000 | PA      | $290924.36    | 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        |  11880000 | PA      | $12042820.15  | 0.43%             | 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        |   4275000 | PA      | $4009183.07   | 0.14%             | 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      | $5254339.66   | 0.19%             | 2036-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-REF      | CUSIP: 57585BKJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9464726.00   | 0.34%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3016735.60   | 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      | $462180.58    | 0.02%             | 2044-01-15      | Fixed         | 2.75%                 | 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      | $2124709.58   | 0.08%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BKC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6670000 | PA      | $7027614.05   | 0.25%             | 2055-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZK2<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $187399.62    | 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      | $202746.58    | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $12977868.00  | 0.46%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUK9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $616986.25    | 0.02%             | 2047-12-01      | Fixed         | 4.75%                 | 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      | $300237.02    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Natick MA                                                           | NATICK TWN                 | CUSIP: 632363P27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73419.46     | 0.00%             | 2038-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG-SUB-A          | CUSIP: 576000WE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10162234.00  | 0.36%             | 2048-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $457588.49    | 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        |   1285000 | PA      | $926509.80    | 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      | $838912.41    | 0.03%             | 2040-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYM5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    120000 | PA      | $85915.44     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1742190.30   | 0.06%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US ULTRA BOND CBT Sep25    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -87 | NC      | $-55271.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJY8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012844.10   | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTP4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1079718.83   | 0.04%             | 2035-07-01      | 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        |   9975000 | PA      | $9975000.00   | 0.35%             | 2037-12-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKG9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $669780.60    | 0.02%             | 2051-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUM6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  27750000 | PA      | $28468453.05  | 1.01%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY TRANS AUTH       | CUSIP: 575579N45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3970000 | PA      | $3970000.00   | 0.14%             | 2052-07-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_MS    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    390000 | NC      | $8054.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC61<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    230000 | PA      | $213900.32    | 0.01%             | 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        |   1565000 | PA      | $1678411.79   | 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      | $365389.57    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  21305000 | PA      | $17545127.69  | 0.62%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306WF6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $72339.14     | 0.00%             | 2040-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1146751.20   | 0.04%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $419880.94    | 0.01%             | 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        |    445000 | PA      | $393575.13    | 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      | $1330440.45   | 0.05%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $869666.56    | 0.03%             | 2035-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1406524.81   | 0.05%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6450000 | PA      | $6608820.29   | 0.23%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJV4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $608824.20    | 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      | $865157.76    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509005.05    | 0.02%             | 2026-07-01      | 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      | $1395363.64   | 0.05%             | 2045-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AG-220-REF      | CUSIP: 57587GEM3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2055000 | PA      | $2024016.56   | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWV4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3530000 | PA      | $3598450.58   | 0.13%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R7T7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3432679.41   | 0.12%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST TRAN      | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  37070000 | PA      | $37409094.12  | 1.33%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXF7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    560000 | PA      | $562148.66    | 0.02%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13650000 | PA      | $9812294.31   | 0.35%             | 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        |   3000000 | PA      | $1735453.80   | 0.06%             | 2046-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $170624.31    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL78<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $717411.98    | 0.03%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $2925067.28   | 0.10%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $912110.87    | 0.03%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    350000 | PA      | $330357.16    | 0.01%             | 2039-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170MZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $205385.14    | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-MERRIMACK       | CUSIP: 57583UL22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35008.52     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GVW2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4403231.01   | 0.16%             | 2058-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJX7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1030079.90   | 0.04%             | 2042-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAQ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16240000 | PA      | $16525252.35  | 0.59%             | 2053-08-01      | 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      | $5017027.50   | 0.18%             | 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      | $819891.76    | 0.03%             | 2041-12-15      | Fixed         | 2.00%                 | 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      | $2598619.37   | 0.09%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $1932659.76   | 0.07%             | 2052-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-2         | CUSIP: 57585BEZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12735000 | PA      | $13810436.37  | 0.49%             | 2035-07-01      | Fixed         | 5.00%                 | 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      | $224494.09    | 0.01%             | 2028-09-01      | 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        |   1000000 | PA      | $1007621.30   | 0.04%             | 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        |    500000 | PA      | $519295.65    | 0.02%             | 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      | $1094575.94   | 0.04%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511586.15    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1349859.12   | 0.05%             | 2033-07-01      | 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      | $5064938.00   | 0.18%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $64836.22     | 0.00%             | 2043-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1171944.96   | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCG6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2695473.55   | 0.10%             | 2054-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1922895.21   | 0.07%             | 2035-07-01      | 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      | $97338.69     | 0.00%             | 2043-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDU4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2907211.12   | 0.10%             | 2028-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON                   | CUSIP: 111746KZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4470000 | PA      | $4030940.96   | 0.14%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $126749.20    | 0.00%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3175968.80   | 0.11%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $312265.95    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $260778.12    | 0.01%             | 2037-07-01      | 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      | $2323308.27   | 0.08%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $168142.59    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | 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      | $1606595.13   | 0.06%             | 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        |   7170000 | PA      | $5892076.56   | 0.21%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12915000 | PA      | $13386454.33  | 0.48%             | 2053-07-01      | Fixed         | 5.25%                 | 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      | $772623.30    | 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        |   2000000 | PA      | $1673906.20   | 0.06%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC87<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1391380.33   | 0.05%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $886891.66    | 0.03%             | 2034-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoughton MA                                                        | STOUGHTON                  | CUSIP: 862318G55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3159748.10   | 0.11%             | 2037-10-15      | Fixed         | 3.00%                 | 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      | $817591.83    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1771640.18   | 0.06%             | 2036-07-01      | 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      | $1688001.90   | 0.06%             | 2039-10-01      | Fixed         | 3.00%                 | 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      | $251642.10    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582RZ90<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3265000 | PA      | $3346132.31   | 0.12%             | 2046-11-01      | 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        |   1640000 | PA      | $1677693.76   | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFH7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    405000 | PA      | $408993.10    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2S7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1071142.17   | 0.04%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229AR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1359583.93   | 0.05%             | 2038-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3905000 | PA      | $3552613.97   | 0.13%             | 2046-04-01      | 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      | $353753.74    | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    620000 | PA      | $638697.59    | 0.02%             | 2035-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3825000 | PA      | $2720457.05   | 0.10%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL60<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    880000 | PA      | $811621.62    | 0.03%             | 2039-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | TNDR OPT-FLTRS-8103        | CUSIP: 25155W7W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19155000 | PA      | $19155000.00  | 0.68%             | 2055-07-01      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2725552.40   | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA48<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $325841.04    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    400000 | PA      | $435340.88    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK39<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8365000 | PA      | $8533594.07   | 0.30%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Z9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $121285.18    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN85<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6005000 | PA      | $4290048.86   | 0.15%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2895000 | PA      | $2681943.63   | 0.10%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCD5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    395000 | PA      | $275563.49    | 0.01%             | 2040-12-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYL7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     65000 | PA      | $57608.41     | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | 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      | $1332596.45   | 0.05%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $4648557.03   | 0.17%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Marlborough MA                                                      | MARLBOROUGH-REF            | CUSIP: 5708843Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1294388.16   | 0.05%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RFP6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $12279816.90  | 0.44%             | 2035-09-01      | Fixed         | 3.00%                 | 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        |   2630000 | PA      | $2453015.99   | 0.09%             | 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        |     10000 | PA      | $8841.19      | 0.00%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8S3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3421911.14   | 0.12%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3305000 | PA      | $3511726.43   | 0.12%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1739436.93   | 0.06%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $426902.56    | 0.02%             | 2041-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYJ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1555327.62   | 0.06%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXD2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $548678.74    | 0.02%             | 2034-06-01      | Fixed         | 3.95%                 | 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      | $364258.55    | 0.01%             | 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        |    970000 | PA      | $834060.81    | 0.03%             | 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      | $708554.49    | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $4190794.05   | 0.15%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2168386.62   | 0.08%             | 2034-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5050000 | PA      | $2990629.19   | 0.11%             | 2049-10-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJW2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1586981.99   | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4425000 | PA      | $4192753.43   | 0.15%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1092155.90   | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XM3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    220000 | PA      | $223468.76    | 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        |   2495000 | PA      | $2631840.02   | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2575000 | PA      | $2473152.83   | 0.09%             | 2041-06-15      | Fixed         | 4.00%                 | 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      | $516687.52    | 0.02%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1136379.29   | 0.04%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-B        | CUSIP: 575579W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10437703.00  | 0.37%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $1649764.24   | 0.06%             | 2037-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCF0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $465279.83    | 0.02%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    540000 | PA      | $535207.23    | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1095368.18   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YD22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12485000 | PA      | $9111659.12   | 0.32%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2895000 | PA      | $2991628.44   | 0.11%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YD89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125251.03    | 0.00%             | 2025-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4254180.74   | 0.15%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR84<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2180221.94   | 0.08%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6V3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6150000 | PA      | $6754912.77   | 0.24%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2398725.86   | 0.09%             | 2035-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $578475.51    | 0.02%             | 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      | $965802.95    | 0.03%             | 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        |   7385000 | PA      | $7776479.59   | 0.28%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYH6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1595000 | PA      | $1356708.91   | 0.05%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1497461.45   | 0.05%             | 2067-12-01      | Fixed         | 4.75%                 | 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      | $1108944.21   | 0.04%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV AGY-REF-GG       | CUSIP: 57584Y5P0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14530000 | PA      | $15393475.76  | 0.55%             | 2042-10-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4665000 | PA      | $4846079.91   | 0.17%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306G23<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $1892185.68   | 0.07%             | 2050-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AT7<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $941861.30    | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5265000 | PA      | $5013512.01   | 0.18%             | 2044-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2690000 | PA      | $2539608.29   | 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        |   6210000 | PA      | $6223005.60   | 0.22%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAG7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10888703.00  | 0.39%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170NG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $698311.37    | 0.02%             | 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        |   4725000 | PA      | $5396769.79   | 0.19%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5F9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    685000 | PA      | $776231.79    | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | 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      | $1079154.80   | 0.04%             | 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        |   9200000 | PA      | $7385504.24   | 0.26%             | 2041-11-01      | 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        |   2710000 | PA      | $2790165.32   | 0.10%             | 2050-06-01      | 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      | $447561.14    | 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      | $863668.98    | 0.03%             | 2039-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1226296.54   | 0.04%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Longmeadow MA                                                       | LONGMEADOW TWN -REF        | CUSIP: 543077WA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1191522.87   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584Y4H9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $244636.00    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306E33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4398990.80   | 0.16%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BFD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4210000 | PA      | $3843393.62   | 0.14%             | 2045-07-01      | 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      | $91875.20     | 0.00%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND MA                 | CUSIP: 044357VL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1092812.71   | 0.04%             | 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      | $1032206.70   | 0.04%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1089070.27   | 0.04%             | 2038-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9048.40      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | 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      | $1221632.76   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                        | WAKEFIELD TWN-REF          | CUSIP: 931065WH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13240000 | PA      | $11532852.94  | 0.41%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18055000 | PA      | $17612284.18  | 0.63%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RN36<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3439356.00   | 0.12%             | 2040-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $726989.62    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-183         | CUSIP: 57587ASJ8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    180000 | PA      | $179715.42    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6D6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299661.84    | 0.01%             | 2036-10-01      | Fixed         | 5.25%                 | 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      | $585335.58    | 0.02%             | 2039-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR-B-MULTI-MODAL       | CUSIP: 576049RU6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |  10700000 | PA      | $10700000.00  | 0.38%             | 2028-08-01      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1173286.35   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1269552.32   | 0.05%             | 2033-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5480000 | PA      | $5425038.34   | 0.19%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2583375.00   | 0.09%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $764164.47    | 0.03%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RQ2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $683229.35    | 0.02%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    520000 | NC      | $10739.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7V5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1970000 | PA      | $2043523.36   | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1822053.60   | 0.06%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5P7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $5833236.48   | 0.21%             | 2042-01-01      | Fixed         | 5.00%                 | 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      | $1695615.96   | 0.06%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1027488.70   | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A          | CUSIP: 57583XCP5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1476938 | PA      | $989790.79    | 0.04%             | 2042-01-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM81<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2985000 | PA      | $2646774.13   | 0.09%             | 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        |   7180000 | PA      | $7169190.51   | 0.25%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2625411.62   | 0.09%             | 2038-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Town of Hingham MA                                                          | HINGHAM TWN-WTR BONDS      | CUSIP: 433344VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2765614.00   | 0.10%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VQ7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1277867.27   | 0.05%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN-199             | CUSIP: 57587AF94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1920846.34   | 0.07%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2011464.00   | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $779748.14    | 0.03%             | 2039-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5570000 | PA      | $4995873.36   | 0.18%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-J2-BAYSTAT      | CUSIP: 57586EKB6<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3950000.00   | 0.14%             | 2044-07-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F81<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3140000 | PA      | $1788913.58   | 0.06%             | 2048-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $1916465.39   | 0.07%             | 2039-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4T2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1775736.00   | 0.06%             | 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      | $1074180.49   | 0.04%             | 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      | $1018342.20   | 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        |   5245000 | PA      | $4137247.61   | 0.15%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4820000 | PA      | $4323179.46   | 0.15%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1135350.30   | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUL7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1228876.33   | 0.04%             | 2052-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1185064.02   | 0.04%             | 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      | $432983.60    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| City of Attleboro MA                                                        | ATTLEBORO                  | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $2094683.49   | 0.07%             | 2050-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $5047814.43   | 0.18%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-I               | CUSIP: 57582TCD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3220000 | PA      | $3278401.14   | 0.12%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R8A7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2540864.50   | 0.09%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $278980.57    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4415000 | PA      | $4505929.57   | 0.16%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_RBC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    372000 | NC      | $1384.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPS4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $110624.35    | 0.00%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7926341.50   | 0.28%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YK32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7180000 | PA      | $6733551.91   | 0.24%             | 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      | $183042.25    | 0.01%             | 2038-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS CMNWLTH      | CUSIP: 57604TKD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4140000 | PA      | $4203593.71   | 0.15%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GE0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    240000 | PA      | $199652.23    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $3218985.55   | 0.11%             | 2034-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE88<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    955000 | PA      | $1039376.35   | 0.04%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $1972662.01   | 0.07%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582R2F2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3039050.10   | 0.11%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS ST DEV AUTH REV       | CUSIP: 57584Y8C6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3425000 | PA      | $3425000.00   | 0.12%             | 2052-07-01      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3340000 | PA      | $3420757.53   | 0.12%             | 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      | $2312961.19   | 0.08%             | 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        |   4725000 | PA      | $4876282.69   | 0.17%             | 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      | $318724.50    | 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        |   1480000 | PA      | $1315643.19   | 0.05%             | 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      | $801287.80    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJG1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  10325000 | PA      | $10089103.69  | 0.36%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA ST WTR-VAR-REF-E        | CUSIP: 5760494U1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2020000 | PA      | $2020000.00   | 0.07%             | 2037-08-01      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    610000 | PA      | $630442.02    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1078587.45   | 0.04%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4075000 | PA      | $4056540.66   | 0.14%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-2      | CUSIP: 57585BGU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  22760000 | PA      | $25028603.00  | 0.89%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDL9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $266413.55    | 0.01%             | 2032-01-01      | 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        |   1185000 | PA      | $1196834.71   | 0.04%             | 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        |   2300000 | PA      | $2312193.91   | 0.08%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nauset Regional School District/MA                                          | NAUSET REGL SD             | CUSIP: 639086JG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2215424.25   | 0.08%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    336000 | NC      | $1250.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4P0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    940000 | PA      | $808239.26    | 0.03%             | 2032-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VV6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5295000 | PA      | $4743679.83   | 0.17%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBZ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147137.14    | 0.01%             | 2032-07-01      | 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      | $459845.39    | 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      | $1082286.02   | 0.04%             | 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        |   1050000 | PA      | $1055791.91   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXE0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    545000 | PA      | $541825.70    | 0.02%             | 2034-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2795000 | PA      | $1918860.01   | 0.07%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $3883165.62   | 0.14%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4486892.40   | 0.16%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $453460.50    | 0.02%             | 2041-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    460000 | PA      | $461941.06    | 0.02%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208115.62    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20327888.00  | 0.72%             | 2053-06-01      | 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      | $2108754.40   | 0.07%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284W49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1275520.69   | 0.05%             | 2038-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $1850184.84   | 0.07%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $625783.06    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1217548.59   | 0.04%             | 2031-07-01      | 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        |   2660000 | PA      | $2586462.97   | 0.09%             | 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      | $6636686.60   | 0.24%             | 2059-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1083274.11   | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-VAR-K2-REMK      | CUSIP: 57584YT33<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20800000 | PA      | $20800000.00  | 0.74%             | 2046-07-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $631687.13    | 0.02%             | 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      | $118059.17    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6255000 | PA      | $4432939.14   | 0.16%             | 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      | $2659156.48   | 0.09%             | 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      | $299041.74    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4X1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16000000 | PA      | $17016840.00  | 0.60%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV36<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $532018.36    | 0.02%             | 2040-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3084782.70   | 0.11%             | 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      | $639746.92    | 0.02%             | 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        |   2150000 | PA      | $2339957.23   | 0.08%             | 2046-07-15      | 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      | $1033526.00   | 0.04%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GBC8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1099734.65   | 0.04%             | 2050-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDW0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5325000 | PA      | $5336455.67   | 0.19%             | 2029-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BER5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2069574.40   | 0.07%             | 2040-07-01      | 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      | $365105.25    | 0.01%             | 2049-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2185060.63   | 0.08%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $1997937.47   | 0.07%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2603990.42   | 0.09%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6120000 | PA      | $5375823.91   | 0.19%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPH3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $111029.65    | 0.00%             | 2039-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Rockland MA                                                         | ROCKLAND                   | CUSIP: 773641WJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1033237.10   | 0.04%             | 2050-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PG6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1221536.95   | 0.04%             | 2041-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS -A           | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3930000 | PA      | $4021187.79   | 0.14%             | 2043-06-01      | Fixed         | 5.25%                 | 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        |   3000000 | PA      | $3132051.90   | 0.11%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RJL1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $7386480.36   | 0.26%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-ADJ-K-REMK          | CUSIP: 57586EQ87<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  14000000 | PA      | $14000000.00  | 0.50%             | 2039-07-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3662945.65   | 0.13%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6125000 | PA      | $6242118.58   | 0.22%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RR0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    895000 | PA      | $573108.78    | 0.02%             | 2043-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON MA-BANS           | CUSIP: 111746LE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6300000 | PA      | $6310829.70   | 0.22%             | 2025-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRV3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    770000 | PA      | $779868.17    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN-F--REF       | CUSIP: 57584XFV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $3085668.24   | 0.11%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2475000 | PA      | $2409364.98   | 0.09%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Marblehead MA                                                       | MARBLEHEAD TWN             | CUSIP: 566081YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $419770.00    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $103593.47    | 0.00%             | 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      | $3992049.07   | 0.14%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-2        | CUSIP: 57584Y8K8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  16500000 | PA      | $16500000.00  | 0.59%             | 2048-03-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1726334.81   | 0.06%             | 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      | $607235.58    | 0.02%             | 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      | $55033.83     | 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        |   5490000 | PA      | $5039794.20   | 0.18%             | 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      | $2652590.53   | 0.09%             | 2048-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UF2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2097195.57   | 0.07%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UJ2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |  10690000 | PA      | $10789228.86  | 0.38%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1114351.54   | 0.04%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1280000 | PA      | $1281796.61   | 0.05%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1093152.00   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF46<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $799938.87    | 0.03%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2Q1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $575580.98    | 0.02%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8Q7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1880000 | PA      | $1935874.54   | 0.07%             | 2033-07-01      | 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        |   3920000 | PA      | $3139925.88   | 0.11%             | 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        |   8750000 | PA      | $7053856.25   | 0.25%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YEX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $263699.78    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2533111.96   | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6645000 | PA      | $4588565.87   | 0.16%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2665026 | PA      | $2792307.38   | 0.10%             | 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      | $475916.60    | 0.02%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10233.17     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4875000 | PA      | $3418376.33   | 0.12%             | 2040-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3048354.73   | 0.11%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS TRANS        | CUSIP: 57563CDS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1686332.58   | 0.06%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1408622.67   | 0.05%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFT0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2745033.64   | 0.10%             | 2031-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVQ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    295000 | PA      | $296239.12    | 0.01%             | 2035-07-01      | 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        |   2320000 | PA      | $2320974.86   | 0.08%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R54<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    790000 | PA      | $706136.52    | 0.03%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3545615 | PA      | $3793728.27   | 0.13%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11235000 | PA      | $11793251.42  | 0.42%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XM1158         | CUSIP: 88035H3N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.05%             | 2028-11-01      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFF1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $837763.82    | 0.03%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A3R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2287495.27   | 0.08%             | 2050-12-01      | 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      | $535915.17    | 0.02%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Lynnfield MA                                                        | LYNNFIELD TWN              | CUSIP: 551664PL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1144424.42   | 0.04%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RB21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  11260000 | PA      | $7443073.94   | 0.26%             | 2050-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1066186.55   | 0.04%             | 2034-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4128368.40   | 0.15%             | 2041-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $819398.67    | 0.03%             | 2037-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YZH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $593958.77    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170RW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1481492.54   | 0.05%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-1        | CUSIP: 57584Y8H5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  30430000 | PA      | $30430000.00  | 1.08%             | 2048-03-01      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCJ0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  11320000 | PA      | $11196299.57  | 0.40%             | 2064-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4950000 | PA      | $4787505.36   | 0.17%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YXC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3990000 | PA      | $3643007.26   | 0.13%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Bedford MA                                                          | BEDFORD TWN                | CUSIP: 0762212M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1185115.56   | 0.04%             | 2030-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2418171.65   | 0.09%             | 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      | $492212.44    | 0.02%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2915000 | PA      | $930072.14    | 0.03%             | 2046-07-01      | None          | 0.00%                 | 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      | $13703.71     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613HZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $703824.56    | 0.02%             | 2043-10-01      | Fixed         | 2.12%                 | 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      | $500201.00    | 0.02%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5775000 | PA      | $5587090.16   | 0.20%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7J2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13880000 | PA      | $15000689.24  | 0.53%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZW8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2537880.00   | 0.09%             | 2043-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $809718.03    | 0.03%             | 2035-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK47<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8595000 | PA      | $8700305.94   | 0.31%             | 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      | $1723672.08   | 0.06%             | 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      | $1939223.53   | 0.07%             | 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      | $2142100.58   | 0.08%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2345571.50   | 0.08%             | 2043-09-01      | 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      | $1687164.40   | 0.06%             | 2050-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4078240.32   | 0.14%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BFC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5697585.00   | 0.20%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE92<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7885000 | PA      | $7668165.65   | 0.27%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4C7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15265000.50  | 0.54%             | 2050-10-01      | 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      | $2104564.75   | 0.07%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6155000 | PA      | $6272258.29   | 0.22%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKD9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7590000 | PA      | $8548504.67   | 0.30%             | 2055-11-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673H3<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $797647.66    | 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      | $330976.43    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4980000 | PA      | $3388921.37   | 0.12%             | 2041-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                        | GUAM PWR AUTH-A-REF        | CUSIP: 400653KK6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |     60000 | PA      | $60475.84     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NG7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4113669.75   | 0.15%             | 2039-02-01      | 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        |    100000 | PA      | $98762.83     | 0.00%             | 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      | $586348.62    | 0.02%             | 2037-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TU2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1626391.54   | 0.06%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2848881.00   | 0.10%             | 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      | $471641.24    | 0.02%             | 2035-07-01      | 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      | $548990.12    | 0.02%             | 2041-05-15      | Fixed         | 2.00%                 | 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      | $3461319.45   | 0.12%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $450680.60    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3447661 | PA      | $3253664.56   | 0.12%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2T5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1007560.70   | 0.04%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1547375.35   | 0.05%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4W3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4135000 | PA      | $4423379.04   | 0.16%             | 2039-08-01      | Fixed         | 5.00%                 | 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      | $566843.01    | 0.02%             | 2040-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    520000 | PA      | $550039.10    | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1323451.41   | 0.05%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1315646.15   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Southbridge MA                                                      | SOUTHBRIDGE TWN -REF       | CUSIP: 841246TK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $293025.91    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6G9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    480000 | PA      | $464184.96    | 0.02%             | 2039-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Bristol MA                                                        | BRISTOL CO                 | CUSIP: 109889FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6078467.50   | 0.22%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE84<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   9075000 | PA      | $8782999.17   | 0.31%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673G5<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $812792.99    | 0.03%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXJ9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1480656.75   | 0.05%             | 2043-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1040870.03   | 0.04%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN-A                     | CUSIP: 551563CS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $335856.76    | 0.01%             | 2044-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCH4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2747954.44   | 0.10%             | 2059-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZR9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    565000 | PA      | $581873.56    | 0.02%             | 2034-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1377865.33   | 0.05%             | 2041-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWP2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    645000 | PA      | $645202.34    | 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        |   5395000 | PA      | $5597003.91   | 0.20%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2138406.80   | 0.08%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-PTNRS-P1        | CUSIP: 57586EHT1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  16800000 | PA      | $16800000.00  | 0.60%             | 2027-07-01      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7K9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7640000 | PA      | $8263308.64   | 0.29%             | 2034-07-01      | 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      | $1395833.51   | 0.05%             | 2064-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UU9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $4975229.24   | 0.18%             | 2053-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4040000 | PA      | $4112810.09   | 0.15%             | 2038-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHM3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1619778.07   | 0.06%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  27620000 | PA      | $28839163.37  | 1.02%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2R9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $601985.88    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9705000 | PA      | $9975095.00   | 0.35%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1674227.45   | 0.06%             | 2036-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1369734.95   | 0.05%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2790000 | PA      | $1905603.76   | 0.07%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1283609.75   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | 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      | $1455797.98   | 0.05%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-VAR-J2-MA INST      | CUSIP: 57585KSV1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  30550000 | PA      | $30550000.00  | 1.08%             | 2031-07-01      | Variable      | 1.00%                 | 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      | $270532.29    | 0.01%             | 2036-12-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1874998.84   | 0.07%             | 2038-06-01      | Fixed         | 3.00%                 | 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      | $6270309.50   | 0.22%             | 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      | $1363334.00   | 0.05%             | 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        |   4740000 | PA      | $4410232.51   | 0.16%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306J46<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2330871.02   | 0.08%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1159079.02   | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584Y4U0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $259437.39    | 0.01%             | 2052-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BGM4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1178676.21   | 0.04%             | 2041-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1374580.25   | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044A73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $648789.76    | 0.02%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVP8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1435102.75   | 0.05%             | 2033-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5335000 | PA      | $3197387.67   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8T1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4899746.50   | 0.17%             | 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        |   1325000 | PA      | $1218954.42   | 0.04%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1440149.49   | 0.05%             | 2032-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RP26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $3690771.38   | 0.13%             | 2051-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52908.65     | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $1931996.42   | 0.07%             | 2051-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2548649.40   | 0.09%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1217084.02   | 0.04%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7740000 | PA      | $6959955.83   | 0.25%             | 2050-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YL64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10370000 | PA      | $8128733.97   | 0.29%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN47<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3487026.90   | 0.12%             | 2041-07-01      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/16/26_3.50%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   6620273 | NC      | $150758.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2326199.30   | 0.08%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAM0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7057106.00   | 0.25%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFX1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2770000 | PA      | $3059010.17   | 0.11%             | 2033-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-3        | CUSIP: 57586VCP6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  21525000 | PA      | $21794607.08  | 0.77%             | 2029-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC79<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    145000 | PA      | $154245.46    | 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      | $5019140.23   | 0.18%             | 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        |   7160000 | PA      | $7250808.85   | 0.26%             | 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        |    415000 | PA      | $435960.24    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201FE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $1560786.25   | 0.06%             | 2041-08-15      | Fixed         | 2.00%                 | 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      | $857487.99    | 0.03%             | 2043-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHE1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4539750.80   | 0.16%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YE96<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $653011.32    | 0.02%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    355000 | PA      | $355317.37    | 0.01%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $248245.28    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLW7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1093733.50   | 0.04%             | 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        |    220000 | PA      | $220285.12    | 0.01%             | 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        |  15865000 | PA      | $15951718.09  | 0.57%             | 2046-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YSZ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1435316.90   | 0.05%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066DZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $354552.12    | 0.01%             | 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        |   4950000 | PA      | $4613718.29   | 0.16%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGR3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $11859778.02  | 0.42%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $852654.84    | 0.03%             | 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      | $610618.24    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533US6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8896598.00   | 0.32%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752VM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $1998685.10   | 0.07%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY          | CUSIP: 57585BBQ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3462705.09   | 0.12%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6C      | CUSIP: 57583RWB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  23020000 | PA      | $23020000.00  | 0.82%             | 2042-10-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV51<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2710812.78   | 0.10%             | 2050-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286ER1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $680821.50    | 0.02%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F40<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4550000 | PA      | $3109011.82   | 0.11%             | 2044-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XN1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   5330000 | PA      | $5400746.16   | 0.19%             | 2045-08-01      | 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      | $1383619.03   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YD9<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1789102.49   | 0.06%             | 2032-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $987525.82    | 0.04%             | 2040-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $544070.26    | 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      | $1726197.19   | 0.06%             | 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      | $4050122.87   | 0.14%             | 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        |   2110000 | PA      | $2041521.43   | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-1      | CUSIP: 57585BGT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20105000 | PA      | $22030948.42  | 0.78%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   5602014 | PA      | $5749029.89   | 0.20%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE MA               | CUSIP: 1137456L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3522558.58   | 0.13%             | 2035-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDM2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $478210.00    | 0.02%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $533570.27    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PB7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $1862357.70   | 0.07%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6755000 | PA      | $4518212.80   | 0.16%             | 2041-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3436032.26   | 0.12%             | 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        |   1010000 | PA      | $1059120.04   | 0.04%             | 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      | $197890.22    | 0.01%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20720008.00  | 0.74%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBR8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1416545.89   | 0.05%             | 2034-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UH8<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1098103.10   | 0.04%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $142324.37    | 0.01%             | 2036-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584X4P3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8530000 | PA      | $7614789.86   | 0.27%             | 2057-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJZ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016584.10   | 0.04%             | 2044-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV44<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2533484.20   | 0.09%             | 2045-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $711085.98    | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6W1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3735000 | PA      | $4052100.38   | 0.14%             | 2038-11-01      | Fixed         | 5.00%                 | 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      | $1027838.18   | 0.04%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R62<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    545000 | PA      | $483944.09    | 0.02%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6E4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    545000 | PA      | $540044.91    | 0.02%             | 2037-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A-REF        | CUSIP: 57582TDA7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3274132.51   | 0.12%             | 2035-07-01      | 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      | $996221.05    | 0.04%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $1903983.17   | 0.07%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $122713.87    | 0.00%             | 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        |    300000 | PA      | $326505.66    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4080000 | PA      | $3340266.62   | 0.12%             | 2035-01-15      | Fixed         | 2.00%                 | 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      | $125356.33    | 0.00%             | 2036-07-01      | 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      | $690977.66    | 0.02%             | 2046-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14775000 | PA      | $15041610.44  | 0.53%             | 2053-06-01      | 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      | $1297918.40   | 0.05%             | 2046-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7W3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2090000 | PA      | $2154247.02   | 0.08%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Walpole MA                                                          | WALPOLE TWN                | CUSIP: 933033WY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1543368.06   | 0.05%             | 2038-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH25<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $640333.80    | 0.02%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XC74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508687.95    | 0.02%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $159213.05    | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UG0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2270514.70   | 0.08%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS BAY          | CUSIP: 575579E29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2580000 | PA      | $2609697.61   | 0.09%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE76<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1280427.20   | 0.05%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252770.58    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212330.88    | 0.01%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2990000 | PA      | $3039903.70   | 0.11%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2182533.00   | 0.08%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R7A8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5525000 | PA      | $5815975.78   | 0.21%             | 2042-11-01      | 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        |  13795000 | PA      | $15071862.44  | 0.54%             | 2040-07-15      | Fixed         | 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      | $4602623.40   | 0.16%             | 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      | $2005931.95   | 0.07%             | 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      | $587315.13    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5990000 | PA      | $5547557.04   | 0.20%             | 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      | $297300.72    | 0.01%             | 2042-01-01      | 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      | $343895.61    | 0.01%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-1      | CUSIP: 575577NY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1464296.08   | 0.05%             | 2041-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UH6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6078872.40   | 0.22%             | 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        |    965000 | PA      | $966293.87    | 0.03%             | 2032-09-01      | 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        |    300000 | PA      | $293322.66    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Everett MA                                                          | EVERETT MA                 | CUSIP: 299839J35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $200581.18    | 0.01%             | 2037-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 835241FE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1204710.62   | 0.04%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PF8<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1214487.75   | 0.04%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4166779.88   | 0.15%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAF9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8650000 | PA      | $9547724.68   | 0.34%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1763467.34   | 0.06%             | 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        |   2065000 | PA      | $1601723.03   | 0.06%             | 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      | $1353324.70   | 0.05%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR76<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1730226.75   | 0.06%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1006554.25   | 0.04%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $703412.10    | 0.02%             | 2054-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582TCS9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  22250000 | PA      | $22675462.28  | 0.81%             | 2055-04-01      | Fixed         | 5.00%                 | 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      | $2210282.94   | 0.08%             | 2046-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVE8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1206077.27   | 0.04%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XEE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000459.70   | 0.04%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R70<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1001281.45   | 0.04%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3450000 | PA      | $2953262.79   | 0.10%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLQ6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3615000 | PA      | $2752959.15   | 0.10%             | 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        |   2060000 | PA      | $2055719.32   | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN       | CUSIP: 57563CFL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20500000 | PA      | $20500000.00  | 0.73%             | 2039-01-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT92<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1538599.50   | 0.05%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NR3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3699922.45   | 0.13%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $2459096.89   | 0.09%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440P91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1262067.10   | 0.04%             | 2041-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_4/30/2026_3.70%_RBC | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  10000000 | NC      | $196142.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647QK6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1127141.39   | 0.04%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS CMNWLTH      | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  29690000 | PA      | $30134224.75  | 1.07%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $518244.18    | 0.02%             | 2027-12-01      | 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      | $1228393.92   | 0.04%             | 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      | $1573112.67   | 0.06%             | 2027-07-01      | 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        |    310000 | PA      | $312170.40    | 0.01%             | 2031-07-01      | 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      | $500663.75    | 0.02%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3060132.25   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4E3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15214675.50  | 0.54%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2315000 | PA      | $2445498.17   | 0.09%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1078318.78   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | 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      | $850217.49    | 0.03%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $597062.35    | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2088143.40   | 0.07%             | 2039-12-01      | Fixed         | 2.00%                 | 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      | $3795364.97   | 0.13%             | 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        |  14190000 | PA      | $14902579.23  | 0.53%             | 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        |   1150000 | PA      | $1228549.49   | 0.04%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6190000 | PA      | $6486572.19   | 0.23%             | 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        |   1500000 | PA      | $1512912.75   | 0.05%             | 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      | $1259374.82   | 0.04%             | 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        |   1175000 | PA      | $911889.07    | 0.03%             | 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      | $1682726.44   | 0.06%             | 2038-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1894245.22   | 0.07%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    750000 | PA      | $751074.90    | 0.03%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-E-1       | CUSIP: 57584Y8E2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6000000.00   | 0.21%             | 2052-07-01      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $198943.64    | 0.01%             | 2037-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1234199.70   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4245000 | PA      | $3320003.04   | 0.12%             | 2037-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                           | LUDLOW TWN MA              | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $175599.13    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6340000 | PA      | $5614560.72   | 0.20%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1568501.29   | 0.06%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6D3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $4930829.60   | 0.18%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4310769.48   | 0.15%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDQ3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1139471.26   | 0.04%             | 2059-12-01      | Fixed         | 4.70%                 | 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      | $215719.46    | 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      | $270440.91    | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1050113.22   | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7117809.00   | 0.25%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192FR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6010000 | PA      | $6126927.56   | 0.22%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587E31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $1540431.72   | 0.05%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN              | CUSIP: 1050254D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $344060.37    | 0.01%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9855000 | PA      | $8973658.48   | 0.32%             | 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      | $4992472.50   | 0.18%             | 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      | $4212937.74   | 0.15%             | 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      | $1459273.72   | 0.05%             | 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      | $106341.16    | 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        |   5780000 | PA      | $3143506.18   | 0.11%             | 2050-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Foxborough MA                                                       | FOXBOROUGH-PURP LN         | CUSIP: 351640TG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1293590.93   | 0.05%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVN8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $603897.12    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6595000 | PA      | $6893405.28   | 0.24%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-PUTTER-XM1079         | CUSIP: 88035ERE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3200000.00   | 0.11%             | 2044-12-01      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YSA8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    605000 | PA      | $603200.73    | 0.02%             | 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      | $729242.37    | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7495000 | PA      | $6478429.17   | 0.23%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1842938.77   | 0.07%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050298.80   | 0.04%             | 2040-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT50<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4694890.27   | 0.17%             | 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        |   8310000 | PA      | $6994366.62   | 0.25%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1297397.60   | 0.05%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH82<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $1784373.96   | 0.06%             | 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      | $105038.39    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XMS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1818652.16   | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | 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      | $1019096.00   | 0.04%             | 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      | $943760.98    | 0.03%             | 2046-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $630092.70    | 0.02%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-3         | CUSIP: 57585BDA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    900000 | PA      | $900650.34    | 0.03%             | 2029-12-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASS HSG FIN AGY           | CUSIP: 57587AZ35<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   8340000 | PA      | $5969816.20   | 0.21%             | 2059-12-01      | Fixed         | 3.30%                 | 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      | $6745469.76   | 0.24%             | 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        |  15355000 | PA      | $15384122.29  | 0.55%             | 2042-01-01      | Fixed         | 5.25%                 | 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      | $165306.54    | 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      | $96771.23     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Somerset MA                                                         | SOMERSET TWN               | CUSIP: 834834SN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2860000 | PA      | $2538610.93   | 0.09%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-G         | CUSIP: 57582RLK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1112309.21   | 0.04%             | 2046-09-01      | 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        |    735000 | PA      | $734248.02    | 0.03%             | 2026-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NS1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3500269.06   | 0.12%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $58454.70     | 0.00%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R21<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1870000 | PA      | $1717745.16   | 0.06%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2902915.20   | 0.10%             | 2041-10-01      | 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      | $6553815.27   | 0.23%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $121130.90    | 0.00%             | 2037-09-15      | Fixed         | 3.00%                 | 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      | $3380171.01   | 0.12%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXC4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $249451.88    | 0.01%             | 2033-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10137809.00  | 0.36%             | 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        |  11130000 | PA      | $11648381.98  | 0.41%             | 2059-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRW1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    800000 | PA      | $807174.96    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | 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      | $3113798.10   | 0.11%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUM5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1841633.55   | 0.07%             | 2057-12-01      | Fixed         | 5.00%                 | 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      | $1282236.40   | 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      | $581070.38    | 0.02%             | 2042-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXG5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    580000 | PA      | $581704.56    | 0.02%             | 2035-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GFS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4385000 | PA      | $4313740.24   | 0.15%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508XQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5155000 | PA      | $2988803.02   | 0.11%             | 2046-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YF4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1434404.91   | 0.05%             | 2034-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $402712.80    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | 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        |    665000 | PA      | $687072.41    | 0.02%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEW4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2004070.40   | 0.07%             | 2045-07-01      | 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        |   2250000 | PA      | $2329887.83   | 0.08%             | 2028-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827ZZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3360359.20   | 0.12%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCH6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $1466514.92   | 0.05%             | 2063-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2380000 | PA      | $2339565.94   | 0.08%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $293056.83    | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPT2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $4770662.03   | 0.17%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $843884.81    | 0.03%             | 2039-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $397273.62    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWW2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2033991.80   | 0.07%             | 2044-05-01      | 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        |   5365000 | PA      | $5759231.47   | 0.20%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $380354.59    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731GZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2469986.29   | 0.09%             | 2034-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10120000 | PA      | $7396047.16   | 0.26%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1151151.96   | 0.04%             | 2045-08-15      | Fixed         | 3.00%                 | 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      | $115098.94    | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2859684.52   | 0.10%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4640000 | PA      | $3678885.25   | 0.13%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Y2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2683141.72   | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4097334.98   | 0.15%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSSETS-B            | CUSIP: 57582RV78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9450000 | PA      | $8833830.71   | 0.31%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5669762.50   | 0.20%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57583XCR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8633000 | PA      | $8686805.17   | 0.31%             | 2026-11-01      | Variable      | 5.00%                 | 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      | $445520.69    | 0.02%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJW9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1039944.70   | 0.04%             | 2041-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6375000 | PA      | $6369077.63   | 0.23%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDV2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4690000 | PA      | $4681748.88   | 0.17%             | 2029-06-01      | Fixed         | 3.50%                 | 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        |    402000 | PA      | $341036.06    | 0.01%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1241637.14   | 0.04%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1134624.69   | 0.04%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4910000 | PA      | $4931602.53   | 0.18%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $456576.37    | 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        |   2040000 | PA      | $2040000.00   | 0.07%             | 2027-07-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                              | ACTON & BOXBOURGH MA       | CUSIP: 005050HK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $725792.13    | 0.03%             | 2050-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2898979.57   | 0.10%             | 2032-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8965000 | PA      | $9099957.32   | 0.32%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2024483.04   | 0.07%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYG8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3095000 | PA      | $2685388.82   | 0.10%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                          | MEDFORD                    | CUSIP: 584190VY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $161385.50    | 0.01%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-SUBSER CW NT           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   3200004 | PA      | $1920002.45   | 0.07%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2335000 | PA      | $2009418.34   | 0.07%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $553590.72    | 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        |   5862404 | PA      | $3966540.65   | 0.14%             | 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      | $1706621.50   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440Q33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1316543.00   | 0.05%             | 2043-09-01      | Fixed         | 2.25%                 | 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      | $629928.94    | 0.02%             | 2037-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1600496.86   | 0.06%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-B             | CUSIP: 57604TLH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2492097.13   | 0.09%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555H56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6308629.60   | 0.22%             | 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        |   2000000 | PA      | $1932982.60   | 0.07%             | 2042-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1703394.20   | 0.06%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5K3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1895000 | PA      | $1833339.54   | 0.07%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3860000 | PA      | $3631963.55   | 0.13%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHL5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3025326.34   | 0.11%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $923300.60    | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18190000 | PA      | $18244868.32  | 0.65%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUN3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3446216.70   | 0.12%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/23/26_3.38%_JPM   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   1330000 | NC      | $22298.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH33<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3605000 | PA      | $3011748.94   | 0.11%             | 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      | $184691.18    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5R3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  41355000 | PA      | $42010513.97  | 1.49%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1341920.49   | 0.05%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1286087.37   | 0.05%             | 2034-09-01      | Fixed         | 5.00%                 | 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      | $3840272.00   | 0.14%             | 2054-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2040948.00   | 0.07%             | 2040-12-01      | Fixed         | 2.00%                 | 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      | $30014.94     | 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      | $578474.01    | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4080000 | PA      | $2351130.19   | 0.08%             | 2038-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2533543.06   | 0.09%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $3896513.37   | 0.14%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6F1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    765000 | PA      | $748776.11    | 0.03%             | 2038-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1163659.57   | 0.04%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4410000 | PA      | $3867113.57   | 0.14%             | 2051-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XRV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    210000 | PA      | $165676.52    | 0.01%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJS1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    730000 | PA      | $730862.35    | 0.03%             | 2025-07-01      | 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        |   2635000 | PA      | $1958275.61   | 0.07%             | 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      | $342435.20    | 0.01%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZT5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $618083.28    | 0.02%             | 2035-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer