# EDGAR Filing Document

**Accession Number:** 0000774013
**File Stem:** 0001752724-23-040637
**Filing Date:** 2023-2
**Character Count:** 204601
**Document Hash:** aea1dee7d82e77a28bb4e70fe620ffa1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040637.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040637

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK MULTI STATE MUNICIPAL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000774013
- **IRS NUMBER:** 226437104
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04375
- **FILM NUMBER:** 23668313

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH MULTI STATE MUNICIPAL SERIES TRUST
- **DATE OF NAME CHANGE:** 20051212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH N Y MUNI BD FD OF M L MULTI ST MUNI SER TRUST
- **DATE OF NAME CHANGE:** 19930225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH MULTI STATE TAX EXEMPT SERIES TRUST
- **DATE OF NAME CHANGE:** 19871206

## Series and Classes Contracts Data

### BlackRock New York Municipal Opportunities Fund (Series ID: S000004034)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000011313 | Investor A1   |  |
| C000011316 | Institutional |  |
| C000038358 | Investor A    |  |
| C000038359 | Investor C    |  |
| C000199771 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Multi State Municipal Series Trust

- **b. Investment Company Act file number:** 811-04375

- **c. CIK number of Registrant:** 0000774013

- **d. LEI of Registrant:** 549300FRPGSGLXTBXJ40

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock New York Municipal Opportunities Fund

- **b. EDGAR series identifier (if any):** S000004034

- **c. LEI of Series:** YL98Y8FYIV7DWE5KIJ84

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1376925425.93

**Total Liabilities:** $124583840.52

**Net Assets:** $1252341585.41

**Cash Not Reported:** $6342731.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 184042.97000000 | **1-Year:** 27534.21000000 | **5-Year:** 352178.86000000 | **10-Year:** 196229.24000000 | **30-Year:** 322282.13000000

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

- **3-Month:** 172.14000000 | **1-Year:** 1745.64000000 | **5-Year:** 5983.25000000 | **10-Year:** 28622.20000000 | **30-Year:** 99088.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011313 | -1.05%               | 4.10%                | 0.35%                |
| Class ID C000038358 | -1.06%               | 4.08%                | 0.33%                |
| Class ID C000038359 | -1.12%               | 4.02%                | 0.27%                |
| Class ID C000011316 | -1.04%               | 4.11%                | 0.36%                |
| Class ID C000199771 | -1.13%               | 4.21%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5331355.41             | $-19424200.99                              |
| Month 2  | $-5400432.50             | $71918675.40                               |
| Month 3  | $-4941876.39             | $2331747.82                                |

**Designated Index Information**

- **Index Name:** 85% Bloomberg Municipal Bond: New York Exempt Total Return Index Unhedged USD/10% New York Bloomberg Municipal Bond: High Yield (non-Investment Grade) Total Return Index/5% Bloomberg Municipal Index New York Taxable Bonds Total Return Index Value

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BNB0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1705000 | PA      | $1812305.88   | 0.14%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE               | CUSIP: 44420RBD1<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   9005000 | PA      | $9392269.50   | 0.75%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yonkers Industrial Development Agency                                   | YONKERS NY INDL DEV AGY REVENUE                                         | CUSIP: 986093BG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $585269.69    | 0.05%             | 2037-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $14553390.00  | 1.16%             | 2050-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11500000 | PA      | $12258678.00  | 0.98%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp                                              | TROY NY CAPITAL RESOURCE CORP REVENUE                                   | CUSIP: 897579BD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046567.00   | 0.08%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suffolk County Economic Development Corp                                | SUFFOLK CNTY NY ECON DEV CORPREVENUE                                    | CUSIP: 86476RCT9<br>LEI: 5493003FN78GO4R0BJ89 | Long             | DBT              | MUN               | US        |    385000 | PA      | $395698.38    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YV71<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509143.50    | 0.04%             | 2033-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XAT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $517380.71    | 0.04%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QA51<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    410000 | PA      | $313650.00    | 0.03%             | 2043-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JQW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2677000 | PA      | $665202.38    | 0.05%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TPV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $379367.80    | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WX82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    955000 | PA      | $999347.34    | 0.08%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSASC Inc/NY                                                            | TSASC INC NY                                                            | CUSIP: 898526EY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $809769.60    | 0.06%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EPS9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1147591.14   | 0.09%             | 2049-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966MXJ3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6400218.00   | 0.51%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onondaga County Trust for Cultural Resources                            | ONONDAGA CNTY NY TRUST CULTURAL RESOURCE REVENUE                        | CUSIP: 68276FDR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2803101.00   | 0.22%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542690UY6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3953726.00   | 0.32%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HG63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7665000 | PA      | $8506471.37   | 0.68%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907M82<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2080128.00   | 0.17%             | 2044-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971X4D7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5910000 | PA      | $6652479.21   | 0.53%             | 2045-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QUV2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    435000 | PA      | $321594.63    | 0.03%             | 2019-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE               | CUSIP: 44420RCD0<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2574220.32   | 0.21%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YM63<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $2353642.50   | 0.19%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RENSSELAER POLYTECHNIC I                                                | Rensselaer Polytechnic Institute                                        | CUSIP: 76009XAB4<br>LEI: 549300THCXCGLZPZEL90 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1750517.33   | 0.14%             | 2048-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990CJB8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    675000 | PA      | $684586.35    | 0.05%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buffalo & Erie County Industrial Land Development Corp                  | BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE                       | CUSIP: 11943KCW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008685.00   | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116AL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $251842.25    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116FM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5310000 | PA      | $5419704.60   | 0.43%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                   | UTILITY DEBT SECURITIZATION AUTH NY                                     | CUSIP: 91802RBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1977856.75   | 0.16%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JRK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     49000 | PA      | $41320.57     | 0.00%             | 2053-07-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP REVENUE                                      | CUSIP: 6500354L9<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10506530.00  | 0.84%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WD35<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1279783.75   | 0.10%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE               | CUSIP: 44420RAY6<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2132320.00   | 0.17%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008ENN2<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    700000 | PA      | $689634.40    | 0.06%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                             | BATTERY PARK CITY NY AUTH                                               | CUSIP: 07133AHW5<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4128566.25   | 0.33%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GX98<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3259824.00   | 0.26%             | 2030-07-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TEB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $370053.65    | 0.03%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    185000 | PA      | $138750.00    | 0.01%             | 2017-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Niagara Falls Bridge Commission                                         | NIAGARA FALLS NY BRIDGE COMMISSION                                      | CUSIP: 653403DQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1467778.95   | 0.12%             | 2033-10-01      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                             | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE                          | CUSIP: 649451DH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3628439.50   | 0.29%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009W58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4821555.00   | 0.39%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AFQ5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1776855.50   | 0.14%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hempstead Town Local Development Corp                                   | HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE                                | CUSIP: 424682HC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2210224.69   | 0.18%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albany County Airport Authority                                         | ALBANY CNTY NY ARPT AUTH                                                | CUSIP: 012123KX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $114861.60    | 0.01%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORPMF HSG REVENUE                             | CUSIP: 64972C3W1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2184997.50   | 0.17%             | 2038-11-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                             | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE                          | CUSIP: 649451DC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8490000 | PA      | $8623420.35   | 0.69%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TX91<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2576571.51   | 0.21%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009Q48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1140011.25   | 0.09%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GMD1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    450000 | PA      | $350298.00    | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691AT7<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1035068.00   | 0.08%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QUW8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   9410000 | PA      | $7875323.10   | 0.63%             | 2029-03-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                               | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                              | CUSIP: 95737TAK2<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85000.00     | 0.01%             | 2023-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GWX6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $3025946.00   | 0.24%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $988567.00    | 0.08%             | 2028-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QJZ4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2130852.00   | 0.17%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EPQ3<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    815000 | PA      | $818753.89    | 0.07%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907YS5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    375000 | PA      | $386110.88    | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP REVENUE                                   | CUSIP: 64966WDP9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505633.50    | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | LIBERTY DEV CORP NY REVENUE                                             | CUSIP: 531127AC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9365000 | PA      | $10294120.38  | 0.82%             | 2035-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of New York Mortgage Agency                                       | NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                             | CUSIP: 64988YKX4<br>LEI: 549300ZQWNLLIG564027 | Long             | DBT              | MUN               | US        |   5460000 | PA      | $4834939.20   | 0.39%             | 2027-10-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp                                              | TROY NY CAPITAL RESOURCE CORP REVENUE                                   | CUSIP: 897579BE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1085505.63   | 0.09%             | 2035-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EEM4<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1136093.20   | 0.09%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP EXEMPT FAC REVENUE                       | CUSIP: 650110AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1165424.66   | 0.09%             | 2046-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                   | NEW YORK ST HSG FIN AGY MF HSG REVENUE                                  | CUSIP: 64986EAB9<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    875000 | PA      | $875238.00    | 0.07%             | 2038-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544EA0<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    225000 | PA      | $237113.10    | 0.02%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                   | UTILITY DEBT SECURITIZATION AUTH NY                                     | CUSIP: 91802REJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3099017.13   | 0.25%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HK68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5334475.00   | 0.43%             | 2045-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QKT8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    210000 | PA      | $155252.58    | 0.01%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust VI                                      | NEW YORK CNTYS NY TOBACCO TRUST VI                                      | CUSIP: 64945JAE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6350000 | PA      | $5898559.45   | 0.47%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust IV                                      | NEW YORK CNTYS NY TOBACCO TRUST IV                                      | CUSIP: 62947YAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3573675.48   | 0.29%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                  | DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                                 | CUSIP: 267045JY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2290477.50   | 0.18%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Geneva Development Corp                                                 | GENEVA DEV CORP REVENUE                                                 | CUSIP: 37217PBP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $162427.20    | 0.01%             | 2044-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AHU2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1732929.61   | 0.14%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602RFZ3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   4630000 | PA      | $4894673.95   | 0.39%             | 2049-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                   | NEW YORK ST HSG FIN AGY MF HSG REVENUE                                  | CUSIP: 64986EAJ2<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    645000 | PA      | $645064.50    | 0.05%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westchester Tobacco Asset Securitization Corp                           | WESTCHESTER NY TOBACCO ASSET SECURITIZATION                             | CUSIP: 957480BS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4730000 | PA      | $4591893.46   | 0.37%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TH57<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   4190000 | PA      | $4421149.73   | 0.35%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp                                            | ALBANY NY CAPITAL RESOURCE CORP                                         | CUSIP: 012432DS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1705000 | PA      | $1145291.13   | 0.09%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP REVENUE                                      | CUSIP: 650036FT8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10924250.00  | 0.87%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691BV1<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   9875000 | PA      | $10510930.25  | 0.84%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                   | Utility Debt Securitization Authority                                   | CUSIP: 91802RDH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1612683.88   | 0.13%             | 2035-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10378000 | PA      | $9214221.46   | 0.74%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GQE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3455000 | PA      | $3665457.87   | 0.29%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                            | CUSIP: 64985TBF7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6289155.00   | 0.50%             | 2031-03-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp                               | MONROE CNTY NY INDL DEV AGY SCH FAC REVENUE                             | CUSIP: 610730CX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2885000 | PA      | $3168938.82   | 0.25%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) MAR23                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -858 | NC      | $1843243.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QD58<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    762000 | PA      | $582930.00    | 0.05%             | 2020-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907M66<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259110.25    | 0.02%             | 2034-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QVE9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    520000 | PA      | $384434.96    | 0.03%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSASC Inc/NY                                                            | TSASC INC NY                                                            | CUSIP: 898526FB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3090051.00   | 0.25%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008ETL0<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1426639.18   | 0.11%             | 2062-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1451626.50   | 0.12%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358XFM9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2762080.00   | 0.22%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albany County Airport Authority                                         | ALBANY CNTY NY ARPT AUTH                                                | CUSIP: 012123KW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $226969.11    | 0.02%             | 2034-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TS22<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   3425000 | PA      | $3659376.18   | 0.29%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TRS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $86876.40     | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | LIBERTY DEV CORP NY REVENUE                                             | CUSIP: 531127CM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4780000 | PA      | $5307081.04   | 0.42%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QQE3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   6480000 | PA      | $6425373.60   | 0.51%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13005000 | PA      | $11520076.10  | 0.92%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                              | CHICAGO IL BRD OF EDU                                                   | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    615000 | PA      | $524609.15    | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP REVENUE                                   | CUSIP: 64966WHC4<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2742168.00   | 0.22%             | 2029-01-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AK30<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2484390.00   | 0.20%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C                                                | Community Preservation Corp/The                                         | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $4665341.05   | 0.37%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE                            | CUSIP: 649519EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6125000 | PA      | $4364019.63   | 0.35%             | 2044-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                 | CUSIP: 89602HAA5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2370000 | PA      | $2249350.41   | 0.18%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE                            | CUSIP: 649519DC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    520000 | PA      | $509110.68    | 0.04%             | 2040-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dobbs Ferry Local Development Corp                                      | DOBBS FERRY NY LOCAL DEV CORP REVENUE                                   | CUSIP: 256048AC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2025882.00   | 0.16%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JPX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9193000 | PA      | $8316300.36   | 0.66%             | 2058-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QC42<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    999052 | PA      | $764274.78    | 0.06%             | 2019-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AK48<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   3300000 | PA      | $2704495.20   | 0.22%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QWE8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    260000 | PA      | $192217.48    | 0.02%             | 2036-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| County of Cattaraugus NY                                                | CATTARAUGUS CNTY NY CAPITAL RESOURCE CORP REVENUE                       | CUSIP: 14946TAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132020.33    | 0.01%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009G23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5228490.00   | 0.42%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1092443 | PA      | $1125740.66   | 0.09%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QLP5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1475000 | PA      | $1106250.00   | 0.09%             | 2020-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YG78<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255029.25    | 0.02%             | 2030-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Huntington Local Development Corp                                       | HUNTINGTON NY LOCAL DEV CORP REVENUE                                    | CUSIP: 446490AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $401837.10    | 0.03%             | 2056-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust VI                                      | NEW YORK CNTYS NY TOBACCO TRUST VI                                      | CUSIP: 64945JAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4055000 | PA      | $3162478.28   | 0.25%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES                                          | CUSIP: 64983XWC4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $601830.00    | 0.05%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                | Northwell Healthcare Inc                                                | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1985624.45   | 0.16%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544EF9<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181407.10    | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691BU3<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   4200000 | PA      | $4500157.20   | 0.36%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                            | CUSIP: 64972C7Q0<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6465498.00   | 0.52%             | 2050-05-01      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BDL9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |  10180000 | PA      | $9850147.64   | 0.79%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GXY3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2315112.80   | 0.18%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Niagara Tobacco Asset Securitization Corp                               | NIAGARA CNTY NY TOBACCO ASSET SECURITIZATION CORP TOBACCO AS            | CUSIP: 653364BP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1255851.25   | 0.10%             | 2040-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nassau County Interim Finance Authority                                 | NASSAU CNTY NY INTERIM FIN AUTH                                         | CUSIP: 631663QZ7<br>LEI: 549300DP7LB76W78BR41 | Long             | DBT              | MUN               | US        |   5030000 | PA      | $5835710.43   | 0.47%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                   | NEW YORK ST HSG FIN AGY AFFORDABLE HSG REVENUE                          | CUSIP: 64987JQX2<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $2961625.50   | 0.24%             | 2051-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691GB0<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   3170000 | PA      | $3351162.33   | 0.27%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                   | CUSIP: 64971PHU2<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   5500000 | PA      | $2074655.00   | 0.17%             | 2042-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QA77<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $784125.00    | 0.06%             | 2033-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990BNE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1324154.07   | 0.11%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544EB8<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    200000 | PA      | $209904.20    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE                            | CUSIP: 649519EM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4706350.00   | 0.38%             | 2043-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544DZ6<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    375000 | PA      | $396348.38    | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange County Funding Corp                                              | ORANGE CNTY NY FUNDING CORP                                             | CUSIP: 684594AS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $360132.12    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)MAR23                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -847 | NC      | $726790.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TUV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4666945.00   | 0.37%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onondaga County Trust for Cultural Resources                            | ONONDAGA CNTY NY TRUST CULTURAL RESOURCE REVENUE                        | CUSIP: 68276FDH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $136687.37    | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                             | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE                          | CUSIP: 649451HA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $973599.00    | 0.08%             | 2055-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116FR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2565000 | PA      | $2611693.26   | 0.21%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261ATD9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2551597.50   | 0.20%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WQY3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152814.90    | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust VI                                      | NEW YORK CNTYS NY TOBACCO TRUST VI                                      | CUSIP: 64945JAT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $109889.22    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                  | DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                                 | CUSIP: 267045LL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $993692.78    | 0.08%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GNE0<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2564080.56   | 0.20%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YG86<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255029.25    | 0.02%             | 2031-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                               | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                              | CUSIP: 95737TCB0<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507534.00    | 0.04%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QWB4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    185000 | PA      | $136770.13    | 0.01%             | 2035-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                   | UTILITY DEBT SECURITIZATION AUTH NY                                     | CUSIP: 91802REL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6895000 | PA      | $7410042.71   | 0.59%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUESNON ST SUPPORTED DEBT                     | CUSIP: 64990C6Q9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10854840.00  | 0.87%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990CVL2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1990688.80   | 0.16%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                    | CUSIP: 64990FJG0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   7250000 | PA      | $7799397.75   | 0.62%             | 2039-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HJ94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2080000 | PA      | $2276383.20   | 0.18%             | 2036-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116FK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1546889.30   | 0.12%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691DK3<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017859.00   | 0.08%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HK27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $3228844.91   | 0.26%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                 | CUSIP: 89602HCF2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2670995.00   | 0.21%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                | NEW YORK ST PWR AUTH REVENUE                                            | CUSIP: 64989KLE4<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |  12990000 | PA      | $12151586.43  | 0.97%             | 2050-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990BD91<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $518846.50    | 0.04%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QZB1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $916729.52    | 0.07%             | 2028-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  11927206 | PA      | $3935977.83   | 0.31%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TPU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $380640.75    | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tompkins County Development Corp                                        | TOMPKINS CNTY NY DEV CORP CONTINUING CARE RETMNT REVENUE                | CUSIP: 890090AM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1110955.72   | 0.09%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp                               | MONROE CNTY NY INDL DEV AGY SCH FAC REVENUE                             | CUSIP: 610730CY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2594395.38   | 0.21%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EHZ2<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    385000 | PA      | $404403.23    | 0.03%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP REVENUE                                      | CUSIP: 650035C63<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251001.25    | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WK45<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5179050.00   | 0.41%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AGN9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2623332.50   | 0.21%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XFU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13360000 | PA      | $14164933.32  | 1.13%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   5345000 | PA      | $3951547.81   | 0.32%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JRL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5323000 | PA      | $4639468.25   | 0.37%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| New York State Bridge Authority                                         | NEW YORK ST BRIDGE AUTH                                                 | CUSIP: 649807CV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $160414.32    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westchester Tobacco Asset Securitization Corp                           | WESTCHESTER NY TOBACCO ASSET SECURITIZATION                             | CUSIP: 957480BU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2359206.25   | 0.19%             | 2051-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trust for Cultural Resources of The City of New York/The                | NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES                           | CUSIP: 649717SS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $517078.00    | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                   | CUSIP: 64971PHV0<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $714808.00    | 0.06%             | 2043-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602N7S7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9478521.00   | 0.76%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $727725.00    | 0.06%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                             | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE                          | CUSIP: 649451CY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3540000 | PA      | $3702988.68   | 0.30%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE               | CUSIP: 44420RCB4<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $994116.00    | 0.08%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Power Authority                                                | NEW YORK ST PWR AUTH REVENUE                                            | CUSIP: 64989KLD6<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1800605.63   | 0.14%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Bridge Authority                                         | NEW YORK ST BRIDGE AUTH                                                 | CUSIP: 649807CU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $341914.30    | 0.03%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QZZ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1375094.28   | 0.11%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albany Capital Resource Corp                                            | ALBANY NY CAPITAL RESOURCE CORP                                         | CUSIP: 012432DR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1247797.65   | 0.10%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HZA3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   4865000 | PA      | $5022898.44   | 0.40%             | 2043-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HS52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2397721.50   | 0.19%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AFS1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1512238.50   | 0.12%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JRJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    182000 | PA      | $161590.70    | 0.01%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | New York State Dormitory Authority                                      | CUSIP: 64990AMT9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   9410000 | PA      | $9952044.23   | 0.79%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008ENM4<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $3186905.70   | 0.25%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust VI                                      | NEW YORK CNTYS NY TOBACCO TRUST VI                                      | CUSIP: 64945JAS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $94512.69     | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WQC1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    285000 | PA      | $286537.01    | 0.02%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Bridge Authority                                         | NEW YORK ST BRIDGE AUTH                                                 | CUSIP: 649807CW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2320968.18   | 0.19%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | City of New York NY                                                     | CUSIP: 64966LLJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1792654.50   | 0.14%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXD9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2220000 | PA      | $1641241.56   | 0.13%             | 2020-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544DY9<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    400000 | PA      | $424149.20    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE               | CUSIP: 44420RBZ2<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1988958.00   | 0.16%             | 2038-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust VI                                      | NEW YORK CNTYS NY TOBACCO TRUST VI                                      | CUSIP: 64945JAF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3955000 | PA      | $3629910.87   | 0.29%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY SOL WST DISP REVENUE                         | CUSIP: 12008HAC3<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104044.80    | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116CM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009478.00   | 0.08%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AMR3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    645000 | PA      | $687119.79    | 0.05%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009W25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4416970.80   | 0.35%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schenectady County Capital Resource Corp                                | SCHENECTADY CNTY NY CAPITAL RESOURCE CORP REVENUE                       | CUSIP: 806418BF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $304736.82    | 0.02%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                  | DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                                 | CUSIP: 267045DV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $774609.00    | 0.06%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QB84<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    999052 | PA      | $764274.78    | 0.06%             | 2019-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TRH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $689329.08    | 0.06%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXP2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    875000 | PA      | $646885.75    | 0.05%             | 2024-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trust for Cultural Resources of The City of New York/The                | NEW YORK CITY NY TRUST FOR CULTURAL RESOURCES                           | CUSIP: 649717SV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $914963.45    | 0.07%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   3560000 | PA      | $2723400.00   | 0.22%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | City of New York NY                                                     | CUSIP: 64966QG61<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11232305.00  | 0.90%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QWY4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    435000 | PA      | $321594.63    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                   | NEW YORK ST HSG FIN AGY                                                 | CUSIP: 64987BR26<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |    165000 | PA      | $145061.73    | 0.01%             | 2047-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358XAX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    720000 | PA      | $645701.04    | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | Metropolitan Transportation Authority                                   | CUSIP: 59259N3M3<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   9999998 | PA      | $10274391.30  | 0.82%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TPW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $861843.20    | 0.07%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | Port Authority of New York & New Jersey                                 | CUSIP: 73358WPZ1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    990991 | PA      | $1004757.93   | 0.08%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    770000 | PA      | $569259.46    | 0.05%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                    | CUSIP: 64990FX41<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4746405.00   | 0.38%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QYB2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   5655000 | PA      | $4180730.19   | 0.33%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY                                                      | YMCA of Greater New York                                                | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891548.30    | 0.07%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QC40<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2849425.00   | 0.23%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                   | CUSIP: 64971PHT5<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   4155000 | PA      | $1660898.93   | 0.13%             | 2041-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116CY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3245000 | PA      | $3230167.11   | 0.26%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544EC6<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    210000 | PA      | $219653.28    | 0.02%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                   | CUSIP: 64971PHX6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2450000 | PA      | $775123.65    | 0.06%             | 2045-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXW7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2670000 | PA      | $1973925.66   | 0.16%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AJ99<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2070325.00   | 0.17%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JQF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1423000 | PA      | $806889.38    | 0.06%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 6499076X5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    470000 | PA      | $487382.48    | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602RGP4<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1587519.00   | 0.13%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Counties Tobacco Trust IV                                      | NEW YORK CNTYS NY TOBACCO TRUST IV                                      | CUSIP: 62947YAL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2200176.00   | 0.18%             | 2041-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259Y3P2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1649765.57   | 0.13%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QWD0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    285000 | PA      | $210699.93    | 0.02%             | 2027-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GHU9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   8065000 | PA      | $8528487.49   | 0.68%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                            | CUSIP: 64972E3A5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1474503.00   | 0.12%             | 2047-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                  | TRIBOROUGH NY BRIDGE & TUNNEL AUTH SALES TAX REVENUE                    | CUSIP: 896035BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10465000 | PA      | $11487357.25  | 0.92%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009X24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1469018.70   | 0.12%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602RHR9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5368895.00   | 0.43%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602RCL7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   6380000 | PA      | $6706751.70   | 0.54%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YG94<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    170000 | PA      | $173419.89    | 0.01%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    799178 | PA      | $652952.40    | 0.05%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358W3K8<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2202108.00   | 0.18%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QLL4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    165000 | PA      | $123750.00    | 0.01%             | 2018-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $351285.41    | 0.03%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358W4P6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4055000 | PA      | $3963109.65   | 0.32%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259Y3A5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4262401.50   | 0.34%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009U50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $890888.76    | 0.07%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544ED4<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260267.50    | 0.02%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Troy Capital Resource Corp                                              | TROY NY CAPITAL RESOURCE CORP REVENUE                                   | CUSIP: 897579BY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $146559.52    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nassau County Interim Finance Authority                                 | NASSAU CNTY NY INTERIM FIN AUTH                                         | CUSIP: 631663RJ2<br>LEI: 549300DP7LB76W78BR41 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3050568.75   | 0.24%             | 2028-11-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                    | CUSIP: 650028YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4369700.00   | 0.35%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XXZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1910000 | PA      | $1762028.48   | 0.14%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QVA7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    385000 | PA      | $284629.73    | 0.02%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AKD6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   9000000 | PA      | $9568323.00   | 0.76%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                            | CUSIP: 64985TCT6<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   2625000 | PA      | $2475813.38   | 0.20%             | 2046-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                   | UTILITY DEBT SECURITIZATION AUTH NY                                     | CUSIP: 91802RFM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9000000 | PA      | $10294830.00  | 0.82%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXT4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1375094.28   | 0.11%             | 2040-07-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907YZ9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1209531.47   | 0.10%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | HUDSON YARDS INFRASTRUCTURE CORP NY 2ND INDENTURE REVENUE               | CUSIP: 44420RBE9<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |   3510000 | PA      | $3651361.74   | 0.29%             | 2042-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972HZ21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7487557.00   | 0.60%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QUU4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    535000 | PA      | $395524.43    | 0.03%             | 2018-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                   | NEW YORK ST HSG FIN AGY                                                 | CUSIP: 64987DVP6<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   4425000 | PA      | $4022519.70   | 0.32%             | 2039-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971WBN9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    680000 | PA      | $700627.80    | 0.06%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                            | CUSIP: 64972CA37<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2805000 | PA      | $2496416.34   | 0.20%             | 2046-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358XAW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2370000 | PA      | $2206543.47   | 0.18%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dobbs Ferry Local Development Corp                                      | DOBBS FERRY NY LOCAL DEV CORP REVENUE                                   | CUSIP: 256048AB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020494.00   | 0.08%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WVB7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009646.00   | 0.08%             | 2044-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $4457106.75   | 0.36%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QC91<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    277503 | PA      | $212289.80    | 0.02%             | 2020-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966MZW2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10695080.00  | 0.85%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   3150000 | PA      | $2328788.70   | 0.19%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971W7H7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3636565.65   | 0.29%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GA53<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2505812.50   | 0.20%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QC75<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2745284 | PA      | $2100142.26   | 0.17%             | 2018-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New York State Housing Finance Agency                                   | NEW YORK ST HSG FIN AGY                                                 | CUSIP: 64987BNQ7<br>LEI: 5493000LS7KCDB02O506 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $911249.00    | 0.07%             | 2031-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602REV3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6435282.00   | 0.51%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY NYC 04/39 FIXED 5                                           | CUSIP: 64966MZW2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |         0 | PA      | $0.00         | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2618832 | PA      | $2682438.19   | 0.21%             | 2029-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chautauqua Tobacco Asset Securitization Corp                            | CHAUTAUQUA NY TOBACCO ASSET SECURITIZATION CORP                         | CUSIP: 162564BA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $812167.95    | 0.06%             | 2039-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Buffalo & Erie County Industrial Land Development Corp                  | BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE                       | CUSIP: 11943KBW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $850235.00    | 0.07%             | 2035-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WA38<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4680000 | PA      | $4781907.00   | 0.38%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                | NEW YORK ST TRANSPRTN DEV CORP SPL FAC REVENUE                          | CUSIP: 650116AM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1950150.00   | 0.16%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | City of New York NY                                                     | CUSIP: 64966LLK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    990619 | PA      | $1014748.02   | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1086578 | PA      | $850757.98    | 0.07%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691AU4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   2225000 | PA      | $2280495.95   | 0.18%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   9350023 | PA      | $4092654.52   | 0.33%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XNN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9259180.00   | 0.74%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MTA Hudson Rail Yards Trust Obligations                                 | MTA HUDSON RAIL YARDS TRUST OBLIGS REVENUE                              | CUSIP: 62476RAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7985000 | PA      | $7916049.53   | 0.63%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QL40<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1685950.50   | 0.13%             | 2043-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TYY5<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3897381.60   | 0.31%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXV9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    990000 | PA      | $731905.02    | 0.06%             | 2022-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES SECONDARILY INSURED                      | CUSIP: 64983SFU4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    475000 | PA      | $553084.78    | 0.04%             | 2031-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GXY5<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4829160.00   | 0.39%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GEL4<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15000000.00  | 1.20%             | 2049-06-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TH65<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   4960000 | PA      | $5215906.24   | 0.42%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972H5X6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1271779.14   | 0.10%             | 2037-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BNH7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4082476.00   | 0.33%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL            | CUSIP: 650010BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7674832.50   | 0.61%             | 2056-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1130025 | PA      | $847213.64    | 0.07%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EHF6<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    310000 | PA      | $314070.30    | 0.03%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TPX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1069237.00   | 0.09%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TN50<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1057050.00   | 0.08%             | 2046-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QKU5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    565000 | PA      | $417703.37    | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358XFL1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2665250.00   | 0.21%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE                            | CUSIP: 649519DU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17000000 | PA      | $12330083.00  | 0.98%             | 2041-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QYC0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    235000 | PA      | $173735.03    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TSASC Inc/NY                                                            | TSASC INC NY                                                            | CUSIP: 898526FE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5835000 | PA      | $5931137.46   | 0.47%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                  | DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                                 | CUSIP: 267045LM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1471830.71   | 0.12%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358XFN7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4402508.00   | 0.35%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of New York Mortgage Agency                                       | NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                             | CUSIP: 64988YKY2<br>LEI: 549300ZQWNLLIG564027 | Long             | DBT              | MUN               | US        |   5475000 | PA      | $4792886.18   | 0.38%             | 2028-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GMA7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    110000 | PA      | $78194.82     | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | New York State Urban Development Corp                                   | CUSIP: 650036FW1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   4220000 | PA      | $4561269.29   | 0.36%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YX20<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2125000 | PA      | $2132290.88   | 0.17%             | 2044-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QBB5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2490000 | PA      | $2657758.77   | 0.21%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amherst Development Corp                                                | AMHERST NY DEV CORP                                                     | CUSIP: 03135NAQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $84548.23     | 0.01%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QRS1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2630404.00   | 0.21%             | 2033-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907UG5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2095000 | PA      | $2118595.99   | 0.17%             | 2032-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Genesee County Funding Corp/The                                         | GENESEE CNTY NY FUNDING CORP                                            | CUSIP: 371669AW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4345000 | PA      | $4401806.53   | 0.35%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GMB5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    140000 | PA      | $97912.78     | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 6499073M2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033448.00   | 0.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008ENQ5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2068029.15   | 0.17%             | 2048-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691AR1<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1166731.56   | 0.09%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358W5P5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1910572.00   | 0.15%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QC67<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   2744840 | PA      | $2099802.60   | 0.17%             | 2018-01-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972H7G1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1966440.00   | 0.16%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008ETJ5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    500000 | PA      | $506034.00    | 0.04%             | 2042-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southold Local Development Corp                                         | SOUTHOLD NY LOCAL DEV CORP REVENUE                                      | CUSIP: 844584AM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1527014.80   | 0.12%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange County Funding Corp                                              | ORANGE CNTY NY FUNDING CORP                                             | CUSIP: 684594AT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $220053.46    | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907M74<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $520032.00    | 0.04%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                               | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                              | CUSIP: 95737TET9<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |   1395000 | PA      | $1119002.04   | 0.09%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Cattaraugus NY                                                | CATTARAUGUS CNTY NY CAPITAL RESOURCE CORP REVENUE                       | CUSIP: 14946TAN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $226339.43    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008ENP7<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    140000 | PA      | $133257.04    | 0.01%             | 2038-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                            | CUSIP: 64972C8R7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3653012.00   | 0.29%             | 2038-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QFS4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3210900.00   | 0.26%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                  | PUERTO RICO SALES TAX FING CORP SALES TAX REVENUE                       | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7502000 | PA      | $1848485.30   | 0.15%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 6499076D9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    350000 | PA      | $368216.45    | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | New York City Municipal Water Finance Authority                         | CUSIP: 64972GC28<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  12500000 | PA      | $13456843.75  | 1.07%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TG90<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1215373.99   | 0.10%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) MAR23                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -589 | NC      | $126363.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649907YT3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    300000 | PA      | $308894.40    | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BLP1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1092150.00   | 0.09%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971X4C9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2960000 | PA      | $3280457.00   | 0.26%             | 2043-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EPR1<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1297248.62   | 0.10%             | 2039-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009G56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1559703.00   | 0.12%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BJV1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1664056.63   | 0.13%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Tobacco Asset Securitization Corp                               | NIAGARA CNTY NY TOBACCO ASSET SECURITIZATION CORP TOBACCO AS            | CUSIP: 653364BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2285772.75   | 0.18%             | 2034-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXH0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1012838.26   | 0.08%             | 2019-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hempstead Town Local Development Corp                                   | HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE                                | CUSIP: 424682FT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $271431.55    | 0.02%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358W3Z5<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5690000 | PA      | $5282954.47   | 0.42%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amherst Development Corp                                                | AMHERST NY DEV CORP                                                     | CUSIP: 03135NAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1016506.40   | 0.08%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990CVN8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1065581.40   | 0.09%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QXS6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    430000 | PA      | $317898.14    | 0.03%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| St Lawrence County Industrial Development Agency                        | ST LAWRENCE CNTY NY INDL DEV AGY CIVIC DEV CORP REVENUE                 | CUSIP: 791078BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1202344.50   | 0.10%             | 2056-07-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corp                            | NEW YORK ST ENVRNMNTL FACS CORP ST CLEAN WTR & DRINKING                 | CUSIP: 64986AL25<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1046818.00   | 0.08%             | 2039-06-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Hempstead Town Local Development Corp                                   | HEMPSTEAD TOWN NY LOCAL DEV CORP REVENUE                                | CUSIP: 424682FS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $584914.62    | 0.05%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                | CUSIP: 59259N6S7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5222100.00   | 0.42%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY ARPT FACS REVENUE                         | CUSIP: 64972PAL8<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2210000 | PA      | $2210216.58   | 0.18%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | New York City Housing Development Corp                                  | CUSIP: 64972C7M9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    626667 | PA      | $595227.86    | 0.05%             | 2043-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                             | BATTERY PARK CITY NY AUTH                                               | CUSIP: 07133AHY1<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |   8500000 | PA      | $9311036.00   | 0.74%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165T2N4<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $993793.00    | 0.08%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QVD1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    420000 | PA      | $310505.16    | 0.02%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                  | DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                                 | CUSIP: 267045JX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1980000 | PA      | $2060152.38   | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691EX4<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2371342.50   | 0.19%             | 2051-09-01      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009B77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3277586.00   | 0.26%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1035924 | PA      | $898658.89    | 0.07%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EDL7<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    325000 | PA      | $332856.55    | 0.03%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Battery Park City Authority                                             | BATTERY PARK CITY NY AUTH                                               | CUSIP: 07133AHX3<br>LEI: 549300RF3SFDOWRHVM56 | Long             | DBT              | MUN               | US        |   2850000 | PA      | $3131614.20   | 0.25%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971X4F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10950350.00  | 0.87%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York State Bridge Authority                                         | NEW YORK ST BRIDGE AUTH                                                 | CUSIP: 649807CT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $269567.93    | 0.02%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GME9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    810000 | PA      | $513912.60    | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358XEP3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1890000 | PA      | $2060183.16   | 0.16%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TSJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1765000 | PA      | $1768473.52   | 0.14%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                    | CUSIP: 64990FKY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5314555.00   | 0.42%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GVJ8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2392262.50   | 0.19%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WA20<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1821709.31   | 0.15%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                               | WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE                              | CUSIP: 95737TES1<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $966679.65    | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL            | CUSIP: 650010CD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4275000 | PA      | $4137310.80   | 0.33%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EMS2<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    275000 | PA      | $291030.30    | 0.02%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yonkers Industrial Development Agency                                   | YONKERS NY INDL DEV AGY REVENUE                                         | CUSIP: 986093BT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1640341.12   | 0.13%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L4F1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    545679 | PA      | $176512.57    | 0.01%             | 2051-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corp                                  | DUTCHESS CNTY NY LOCAL DEV CORP REVENUE                                 | CUSIP: 267045QX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2586587.50   | 0.21%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Erie Tobacco Asset Securitization Corp                                  | ERIE CNTY NY TOBACCO ASSET SECURITIZATION CORP TOBACCO SETTL            | CUSIP: 295095BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4595000 | PA      | $4484568.37   | 0.36%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XL30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $5742720.00   | 0.46%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 649906HX5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1016545.85   | 0.08%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QYZ9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    440000 | PA      | $325291.12    | 0.03%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EMU7<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    740000 | PA      | $773242.28    | 0.06%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AH75<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1626764.00   | 0.13%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                 | CUSIP: 89602HDR5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  12610000 | PA      | $13642052.84  | 1.09%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TPY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $529604.00    | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schenectady County Capital Resource Corp                                | SCHENECTADY CNTY NY CAPITAL RESOURCE CORP REVENUE                       | CUSIP: 806418BE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $389213.72    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59259YR84<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1060925.84   | 0.08%             | 2033-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QFZ8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   2145000 | PA      | $1670704.04   | 0.13%             | 2033-08-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | Triborough Bridge & Tunnel Authority                                    | CUSIP: 89602HEN3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   8410000 | PA      | $9228427.56   | 0.74%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | Metropolitan Transportation Authority                                   | CUSIP: 59261AA31<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  11364998 | PA      | $11621245.92  | 0.93%             | 2041-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                | CUSIP: 59259N6L2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1069827.00   | 0.09%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AMS1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3615000 | PA      | $3837127.29   | 0.31%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XE61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3420000 | PA      | $3175257.96   | 0.25%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buffalo & Erie County Industrial Land Development Corp                  | BUFFALO & ERIE CNTY NY INDL LAND DEV CORP REVENUE                       | CUSIP: 11943KCX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $667240.64    | 0.05%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Niagara Frontier Transportation Authority                               | NIAGARA NY FRONTIER TRANSPRTN AUTH                                      | CUSIP: 653544EE2<br>LEI: 2549006J37UHUDTNJV60 | Long             | DBT              | MUN               | US        |    250000 | PA      | $259644.00    | 0.02%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EMZ6<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    725000 | PA      | $735669.10    | 0.06%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY REVENUE                                      | CUSIP: 12008EHE9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254309.75    | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH GEN REVENUE JUNIOR INDEBTEDNESS OBL            | CUSIP: 650010CJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1368430.50   | 0.11%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                | CUSIP: 59259N3K7<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  13500000 | PA      | $14283114.75  | 1.14%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Healthcare Corp/NY                                   | WESTCHESTER CNTY NY HLTHCARE CORP REVENUE                               | CUSIP: 957366DV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $105174.41    | 0.01%             | 2030-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Utility Debt Securitization Authority                                   | Utility Debt Securitization Authority                                   | CUSIP: 91802REM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7800000 | PA      | $8349814.20   | 0.67%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corp                                                 | BUILD NYC RESOURCE CORP NY SOL WST DISP REVENUE                         | CUSIP: 12008HAB5<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    210000 | PA      | $213009.09    | 0.02%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                    | CUSIP: 64990FWS9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5560.32      | 0.00%             | 2043-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GTM4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2010000 | PA      | $1901062.02   | 0.15%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | Port Authority of New York & New Jersey                                 | CUSIP: 73358WZK3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2310000 | PA      | $2376876.04   | 0.19%             | 2055-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York Convention Center Development Corp                             | NEW YORK ST CONVENTION CENTER DEV CORP REVENUE                          | CUSIP: 649451DM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7690000 | PA      | $7756195.52   | 0.62%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                               | BlackRock Liquidity Funds: New York Money Fund, Institutional Shares    | CUSIP: 09248U759<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  39372266 | NS      | $39372266.12  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Power Authority                                                | NEW YORK ST PWR AUTH GREEN TRANSMISSION PROJ REVENUE                    | CUSIP: 65000XAV2<br>LEI: I5P1GEYFGGMMDOFX2L30 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $8946710.50   | 0.71%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority Sales Tax Revenue                  | TRIBOROUGH NY BRIDGE & TUNNEL AUTH SALES TAX REVENUE                    | CUSIP: 896035BE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1317387.60   | 0.11%             | 2057-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971XDP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15928575.00  | 1.27%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691ET3<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5099220.00   | 0.41%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QUT7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    610000 | PA      | $450971.78    | 0.04%             | 2017-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966QBE9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1074263.27   | 0.09%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                 | CUSIP: 89602HCC9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2915790.00   | 0.23%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                            | CUSIP: 64985TCR0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2712351.60   | 0.22%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Housing Development Corp                                  | NEW YORK CITY NY HSG DEV CORP MF HSG REVENUE                            | CUSIP: 64972C8T3<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $2512446.30   | 0.20%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                             | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                | CUSIP: 542691EW6<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1467417.00   | 0.12%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELEC PWR AUTH PWR                                           | PUERTO RICO ELEC PWR AUTH PWR                                           | CUSIP: 74526QC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    277503 | PA      | $212289.80    | 0.02%             | 2022-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onondaga County Trust for Cultural Resources                            | ONONDAGA CNTY NY TRUST CULTURAL RESOURCE REVENUE                        | CUSIP: 68276FDN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3760000 | PA      | $3625320.56   | 0.29%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corp                                       | NEW YORK ST LIBERTY DEV CORP LIBERTY REVENUE                            | CUSIP: 649519DA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12570000 | PA      | $11404949.55  | 0.91%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BDM7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3187263.00   | 0.25%             | 2051-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1333133 | PA      | $720001.14    | 0.06%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358W4B7<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   3980000 | PA      | $3544106.42   | 0.28%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990GMC3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    325000 | PA      | $223609.43    | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Building Aid Revenue       | NEW YORK CITY NY TRANSITIONAL FIN AUTH BLDG AID REVENUE                 | CUSIP: 64972H4S8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2371538.40   | 0.19%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                    | TRIBOROUGH NY BRIDGE & TUNNEL AUTH REVENUES                             | CUSIP: 89602RDX0<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10471295.00  | 0.84%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BAN8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2090798.00   | 0.17%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Infrastructure Corp                                        | Hudson Yards Infrastructure Corp                                        | CUSIP: 44420RBC3<br>LEI: 549300EE2HJ67TPURL87 | Long             | DBT              | MUN               | US        |  17484999 | PA      | $18277865.86  | 1.46%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Nassau NY                                                     | NASSAU CNTY NY                                                          | CUSIP: 63165TU45<br>LEI: 549300ICRCGQYCPS7T40 | Long             | DBT              | MUN               | US        |   2440000 | PA      | $2621557.96   | 0.21%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 6499077A4<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012685.00   | 0.08%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                    | CUSIP: 64990FE26<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1579394.00   | 0.13%             | 2031-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                   | CUSIP: 73358WQ72<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1583230.60   | 0.13%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 64990BNL3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1592730.46   | 0.13%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AGM1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |  15390000 | PA      | $16231355.91  | 1.30%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                    | PUERTO RICO ELEC PWR AUTH PWR REVENUE                                   | CUSIP: 74526QLZ3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1316250.00   | 0.11%             | 2031-07-01      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY REVENUE                                           | CUSIP: 59261AL39<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $6340875.00   | 0.51%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                    | CUSIP: 65000BHB7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3120352.00   | 0.25%             | 2033-07-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                          | CUSIP: 64971WBH2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206092.00    | 0.02%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GZP2<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  16410000 | PA      | $15554645.16  | 1.24%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                             | PUERTO RICO CMWLTH                                                      | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    931157 | PA      | $782990.37    | 0.06%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                   | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                            | CUSIP: 64985TCQ2<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   4700000 | PA      | $4556288.10   | 0.36%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monroe County Industrial Development Corp/NY                            | MONROE CNTY NY INDL DEV CORP REVENUE                                    | CUSIP: 61075TRT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1439467.20   | 0.11%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH                                                | CUSIP: 650009X40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2191393.12   | 0.17%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yonkers Industrial Development Agency                                   | YONKERS NY INDL DEV AGY REVENUE                                         | CUSIP: 986093BS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $335282.74    | 0.03%             | 2026-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                | CUSIP: 64972GRD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5320065.00   | 0.42%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH SALES TAX REVENUE                                 | CUSIP: 64990AGR0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    585000 | PA      | $609267.56    | 0.05%             | 2043-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                             | CUSIP: 64966F3W2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15028.16     | 0.00%             | 2032-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of New York Mortgage Agency                                       | NEW YORK ST MTGE AGY HOMEOWNER MTGE REVENUE                             | CUSIP: 64988YMZ7<br>LEI: 549300ZQWNLLIG564027 | Long             | DBT              | MUN               | US        |   4995000 | PA      | $4850264.88   | 0.39%             | 2051-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Multi State Municipal Series Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer