# EDGAR Filing Document

**Accession Number:** 0001424212
**File Stem:** 0000940400-26-011282
**Filing Date:** 2026-3
**Character Count:** 117322
**Document Hash:** eb7675d4ab174f2019157009c753067a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011282.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011282

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND III
- **CENTRAL INDEX KEY:** 0001424212

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22245
- **FILM NUMBER:** 26791802

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE
- **STREET 2:** SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange-Traded Fund III
- **DATE OF NAME CHANGE:** 20160419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** First Trust Exchange Traded Fund III
- **DATE OF NAME CHANGE:** 20080116

## Series and Classes Contracts Data

### First Trust California Municipal High Income ETF (Series ID: S000057894)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000187865 | First Trust California Municipal High Income ETF | FCAL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund III

- **b. Investment Company Act file number:** 811-22245

- **c. CIK number of Registrant:** 0001424212

- **d. LEI of Registrant:** 5493003Z20QMESC6XS29

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

  - **Street Address 1:** 120 East Liberty Drive, Suite 400

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust California Municipal High Income ETF

- **b. EDGAR series identifier (if any):** S000057894

- **c. LEI of Series:** 549300HQXBNWXGHCKR24

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $208310538.15

**Total Liabilities:** $2738934.92

**Net Assets:** $205571603.23

**Delayed Delivery Securities:** $2234742.25

**Cash Not Reported:** $2548536.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 210.44302000 | **1-Year:** 2740.72563000 | **5-Year:** 35773.12911000 | **10-Year:** 109797.11081000 | **30-Year:** 1644.10248000

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

- **3-Month:** 8.32494000 | **1-Year:** 424.77102000 | **5-Year:** 1262.04439000 | **10-Year:** 1028.75885000 | **30-Year:** 12.10162000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000187865 | 0.38%                | 0.13%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-47.45                  | $251722.69                                 |
| Month 2  | $6905.73                 | $-322600.85                                |
| Month 3  | $-120898.46              | $1105415.00                                |

**Designated Index Information**

- **Index Name:** The Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -15 | NC      | $-5859.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VAL VERDE CA UNIF SCH DIST SPL              | Val Verde Unified School District                                               | CUSIP: 91882PGP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $351304.37    | 0.17%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GUAM GOVT WTRWKS AUTH WTR & WS              | Guam Government Waterworks Authority                                            | CUSIP: 40065FFE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1078822.50   | 0.52%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST POLL CONTROL FIN              | California Pollution Control Financing Authority                                | CUSIP: 13054WBB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1644658.65   | 0.80%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MODESTO CA HIGH SCH DIST STANI              | Modesto High School District                                                    | CUSIP: 607743LV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $585268.20    | 0.28%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FONTANA CA SPL TAX                          | City of Fontana CA                                                              | CUSIP: 344630SV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503392.40    | 0.24%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV               | California Statewide Communities Development Authority                          | CUSIP: 13078YZH1<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    245000 | PA      | $267016.17    | 0.13%             | 2044-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI STUDENT HSG              | Public Finance Authority                                                        | CUSIP: 74439YFT3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $256663.15    | 0.12%             | 2045-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FONTANA CA SPL TAX                          | City of Fontana CA                                                              | CUSIP: 344630J33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $647408.76    | 0.31%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN LUIS OBISPO CNTY CA FING A              | San Luis Obispo County Financing Authority                                      | CUSIP: 798712CZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1134817.60   | 0.55%             | 2040-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA UNIF SCH DIST                  | Riverside Unified School District                                               | CUSIP: 769059ZT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $545966.99    | 0.27%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A              | City of Los Angeles Department of Airports                                      | CUSIP: 544445Y52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $545437.70    | 0.27%             | 2042-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SP              | California Municipal Finance Authority                                          | CUSIP: 13051AGB8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    550000 | PA      | $578446.22    | 0.28%             | 2053-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032U2X5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1389365.44   | 0.68%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE CENTER CA SCH DIST                   | Orange Center School District                                                   | CUSIP: 684167AN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $636620.22    | 0.31%             | 2048-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL ARPT AU              | San Diego County Regional Airport Authority                                     | CUSIP: 79739GLD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $138896.42    | 0.07%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESTRN CA MUNI WTR DIST CMNTY F              | Eastern Municipal Water District                                                | CUSIP: 27627M5P8<br>LEI: 549300ZCFVRFDIRWK089 | Long             | DBT              | MUN               | US        |    175000 | PA      | $189924.28    | 0.09%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TED7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202939.70    | 0.10%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUB FIN AUTH WI TAX INCREMENT               | Public Finance Authority                                                        | CUSIP: 74448EAA2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510894.40    | 0.25%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILDOMAR CA SPL TAX                         | City of Wildomar CA                                                             | CUSIP: 968118BR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $289919.91    | 0.14%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TJN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254028.23    | 0.12%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE &              | California Infrastructure & Economic Development Bank                           | CUSIP: 13035ACA5<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    585000 | PA      | $584769.80    | 0.28%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA SPL TAX                        | City of Roseville CA                                                            | CUSIP: 777870F68<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    150000 | PA      | $152459.36    | 0.07%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH CA CMNTY CLG DIST                | Long Beach Community College District                                           | CUSIP: 542411QX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1073856.10   | 0.52%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VACAVILLE CA SPL TAX                        | City of Vacaville CA                                                            | CUSIP: 918581CE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $380501.62    | 0.19%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRACY CA CMNTY FACS DIST SPL T              | Tracy Community Facilities District/CA                                          | CUSIP: 892376QX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257816.18    | 0.13%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A              | California Enterprise Development Authority                                     | CUSIP: 13067RFD0<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    600000 | PA      | $665355.84    | 0.32%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAMMOTH LAKES CA COPS                       | Town of Mammoth Lakes CA                                                        | CUSIP: 561550DE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $541228.70    | 0.26%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA FIN AUTH ELEC SYS              | City of Roseville CA Electric System Revenue                                    | CUSIP: 77781RDH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1824233.76   | 0.89%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SP              | California Municipal Finance Authority                                          | CUSIP: 13051AJJ8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    750000 | PA      | $765754.35    | 0.37%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH CH              | California Municipal Finance Authority                                          | CUSIP: 13048DCP1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    450000 | PA      | $451594.22    | 0.22%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UMN5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $955577.60    | 0.46%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOLSOM RANCH CA FING AUTH SPL               | Folsom Ranch Financing Authority                                                | CUSIP: 344414BE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $359735.25    | 0.17%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                             | CUSIP: 13063EKV7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1514037.99   | 0.74%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032U3U0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $548350.05    | 0.27%             | 2043-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESTRN CA MUNI WTR DIST CMNTY F              | Eastern Municipal Water District                                                | CUSIP: 27627M5Q6<br>LEI: 549300ZCFVRFDIRWK089 | Long             | DBT              | MUN               | US        |    400000 | PA      | $426099.80    | 0.21%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA SPL TAX                   | County of San Diego CA                                                          | CUSIP: 79743ABL6<br>LEI: 254900MKIGRAYVDUZ926 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86646.57     | 0.04%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILDOMAR CA SPL TAX                         | City of Wildomar CA                                                             | CUSIP: 968118BS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $331230.22    | 0.16%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST PUBLIC WKS BRD L              | California State Public Works Board                                             | CUSIP: 13068LUW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15041.94     | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UK98<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028531.80   | 0.50%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OXNARD CA SCH DIST                          | Oxnard School District                                                          | CUSIP: 692020Z45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1096354.30   | 0.53%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA ARPT SYS RE              | County of Sacramento CA Airport System Revenue                                  | CUSIP: 786107WW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $868997.97    | 0.42%             | 2041-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAMMOTH LAKES CA COPS                       | Town of Mammoth Lakes CA                                                        | CUSIP: 561550DD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $1030279.01   | 0.50%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SP              | California Municipal Finance Authority                                          | CUSIP: 13051AJK5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1249508.13   | 0.61%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAUMONT CA SPL TAX                         | City of Beaumont CA                                                             | CUSIP: 074433GV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101633.29    | 0.05%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A              | City of Los Angeles Department of Airports                                      | CUSIP: 544445R68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1227837.05   | 0.60%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA SPL TAX                        | City of Roseville CA                                                            | CUSIP: 777870F50<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    170000 | PA      | $173742.06    | 0.08%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                 | University of California                                                        | CUSIP: 91412GSH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.49%             | 2048-05-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FONTANA CA SPL TAX                          | City of Fontana CA                                                              | CUSIP: 344630J58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304057.44    | 0.15%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV               | California Statewide Communities Development Authority                          | CUSIP: 13078YZJ7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    140000 | PA      | $150802.12    | 0.07%             | 2045-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MODESTO CA ELEM SCH DIST STANI              | Modesto Elementary School District/Stanislaus County                            | CUSIP: 607735DZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $585524.44    | 0.28%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATASCADERO CA FING AUTH LEASE               | Atascadero Financing Authority                                                  | CUSIP: 046542AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $269327.93    | 0.13%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MENIFEE CA SPL TAX                          | City of Menifee CA                                                              | CUSIP: 58680WDJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $712108.81    | 0.35%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESTRN CA MUNI WTR DIST CMNTY F              | Eastern Municipal Water District                                                | CUSIP: 27627M5N3<br>LEI: 549300ZCFVRFDIRWK089 | Long             | DBT              | MUN               | US        |    175000 | PA      | $191191.42    | 0.09%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY D              | City & County of San Francisco CA Special Tax District No 2020-1                | CUSIP: 79771HAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $433401.60    | 0.21%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TJL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $470229.31    | 0.23%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SSJ4<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    500000 | PA      | $501661.25    | 0.24%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VZ84<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1345000 | PA      | $1446438.56   | 0.70%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA SPL TX                           | City of Ontario CA                                                              | CUSIP: 68304NFW4<br>LEI: 254900FN91TH1F225693 | Long             | DBT              | MUN               | US        |    500000 | PA      | $533501.25    | 0.26%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN HOUSE CMNTY FACS DIST              | Mountain House Community Facilities District                                    | CUSIP: 62412KAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $525968.85    | 0.26%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST                  | San Diego Unified School District/CA                                            | CUSIP: 797356FS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1650926.55   | 0.80%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA UNIF SCH DIST SPL              | Riverside Unified School District                                               | CUSIP: 769069U37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $397372.09    | 0.19%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A              | City of Los Angeles Department of Airports                                      | CUSIP: 544445P94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $55526.68     | 0.03%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GUAM GOVT WTRWKS AUTH WTR & WS              | Guam Government Waterworks Authority                                            | CUSIP: 40065FDF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $284255.92    | 0.14%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGLEWOOD CA JT PWRS AUTH LEAS              | Inglewood Joint Powers Authority                                                | CUSIP: 45710PAV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $632139.52    | 0.31%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN LUIS OBISPO PUBLIC FING AU              | San Luis Obispo Public Financing Authority                                      | CUSIP: 798641CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1067631.30   | 0.52%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED              | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366KA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $435000.00    | 0.21%             | 2045-05-15      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO              | California Municipal Finance Authority                                          | CUSIP: 13049SCP7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     85000 | PA      | $82652.21     | 0.04%             | 2032-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEVA              | California Statewide Communities Development Authority                          | CUSIP: 13078RGH7<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    280000 | PA      | $281370.68    | 0.14%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SMF8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251570.85    | 0.12%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN JOAQUIN VLY CLEAN ENERGY A              | San Joaquin Valley Clean Energy Authority                                       | CUSIP: 79811YAK4<br>LEI: 254900VA5DFN33OVGH87 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1124975.40   | 0.55%             | 2056-01-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A              | City of Los Angeles Department of Airports                                      | CUSIP: 544445SQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $663450.14    | 0.32%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA DEV AUTH M              | Los Angeles County Development Authority                                        | CUSIP: 54467WAH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $650276.71    | 0.32%             | 2046-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA PUBLIC FACS FING               | San Diego Public Facilities Financing Authority                                 | CUSIP: 79730AKX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $532218.80    | 0.26%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STOCKTON-EAST CA WTR DIST                   | Stockton-East Water District                                                    | CUSIP: 861431EB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2351955.38   | 1.14%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOVIS CA UNIF SCH DIST COPS                | Clovis Unified School District                                                  | CUSIP: 189344GM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $544979.30    | 0.27%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MF              | California Municipal Finance Authority                                          | CUSIP: 130483JB7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502849.50    | 0.24%             | 2059-08-01      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| LAMMERSVILLE CA JT UNIF SCH DI              | Lammersville Joint Unified School District                                      | CUSIP: 513533EX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25618.00     | 0.01%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTA ANA CA PUBLIC FING AUTH               | Santa Ana Public Financing Authority                                            | CUSIP: 801144AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1123014.00   | 0.55%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURBANK GLENDALE PASADENA CA A              | Burbank-Glendale-Pasadena Airport Authority Brick Campaign                      | CUSIP: 120827DY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1118856.90   | 0.54%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A              | California Community Choice Financing Authority                                 | CUSIP: 13013JBL9<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    925000 | PA      | $973295.27    | 0.47%             | 2053-12-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH CH              | California Municipal Finance Authority                                          | CUSIP: 130486AH6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250200.80    | 0.12%             | 2034-07-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SACRAMENTO CA SPL TAX                       | City of Sacramento CA                                                           | CUSIP: 786071LZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $204012.02    | 0.10%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VG51<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1617137.85   | 0.79%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN HOUSE CMNTY FACS DIST              | Mountain House Community Facilities District                                    | CUSIP: 62412KAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $806567.04    | 0.39%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA SWR REVENUE                    | City of Riverside CA Sewer Revenue                                              | CUSIP: 769047KL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1753094.55   | 0.85%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A              | City of Los Angeles Department of Airports                                      | CUSIP: 5444456D6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1291487.96   | 0.63%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESNO CA JT PWRS FING AUTH LE              | Fresno Joint Powers Financing Authority                                         | CUSIP: 358184SA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2142265.00   | 1.04%             | 2050-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEMESCAL VLY CA WTR DIST SPL T              | Temescal Valley Water District                                                  | CUSIP: 87975CAM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $515768.35    | 0.25%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                          | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1112492.81   | 0.54%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FING COR              | Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                          | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    263000 | PA      | $261740.60    | 0.13%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| OAKDALE CA JT UNIF SCH DIST                 | Oakdale Joint Unified School District/CA                                        | CUSIP: 672006EC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1511367.14   | 0.74%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMMERSVILLE CA JT UNIF SCH DI              | Lammersville Joint Unified School District                                      | CUSIP: 513533EW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25695.02     | 0.01%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A              | California Community Choice Financing Authority                                 | CUSIP: 13013JDR4<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2146436.20   | 1.04%             | 2054-05-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN CLEMENTE CA SPL TAX                     | City of San Clemente CA                                                         | CUSIP: 797214DH3<br>LEI: 254900UTAMSIX5XRDK86 | Long             | DBT              | MUN               | US        |   1355000 | PA      | $1543607.73   | 0.75%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT              | California Housing Finance Agency                                               | CUSIP: 13033DAA3<br>LEI: 549300BOPCVLBA552Z14 | Long             | ABS-MBS          | MUN               | US        |    374934 | PA      | $391767.20    | 0.19%             | 2035-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO              | California Municipal Finance Authority                                          | CUSIP: 13049SCJ1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    785000 | PA      | $814551.87    | 0.40%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAMFORD CT HSG AUTH                        | Stamford Housing Authority                                                      | CUSIP: 852640AJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $506370.66    | 0.25%             | 2045-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROWLAND CA UNIF SCH DIST                    | Rowland Unified School District                                                 | CUSIP: 779631LW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $766333.20    | 0.37%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MF              | California Municipal Finance Authority                                          | CUSIP: 130483KF6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1259024.75   | 0.61%             | 2031-07-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MET WTR DIST OF STHRN CA WTRWK              | Metropolitan Water District of Southern California                              | CUSIP: 59266TWN7<br>LEI: 5493003GD0S0P56RLT45 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1062994.30   | 0.52%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINO CA CMNTY FACS DIST SPL T              | Chino Community Facilities District                                             | CUSIP: 169511TE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $470593.22    | 0.23%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE &              | California Infrastructure & Economic Development Bank                           | CUSIP: 13034A5E6<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1511673.55   | 0.74%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA CMNTY FACS DIST #40              | City of Ontario CA Community Facilities District No 40                          | CUSIP: 68305EAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101369.17    | 0.05%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDEN GROVE CA PUBLIC FING AU              | Garden Grove Public Financing Authority                                         | CUSIP: 36527RBM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1095817.60   | 0.53%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SO              | California Municipal Finance Authority                                          | CUSIP: 13048RAF4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1252050.13   | 0.61%             | 2044-12-01      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048T4F7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204057.14    | 0.10%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OAKDALE CA JT UNIF SCH DIST                 | Oakdale Joint Unified School District/CA                                        | CUSIP: 672006EB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1111563.70   | 0.54%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MENIFEE CA SPL TAX                          | City of Menifee CA                                                              | CUSIP: 58680WDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $624837.48    | 0.30%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO              | California Municipal Finance Authority                                          | CUSIP: 13049SGB4<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018594.10   | 0.50%             | 2049-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SYC2<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    385000 | PA      | $389856.35    | 0.19%             | 2037-03-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A              | California Enterprise Development Authority                                     | CUSIP: 13069BBB1<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    650000 | PA      | $702871.39    | 0.34%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST PUBLIC WKS BRD L              | California State Public Works Board                                             | CUSIP: 13068XED7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1169468.25   | 0.57%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSCDA CMNTY IMPT AUTH CA ESSEN              | CSCDA Community Improvement Authority                                           | CUSIP: 126292AP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1650002.60   | 0.80%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO              | California Municipal Finance Authority                                          | CUSIP: 13049SEQ3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    295000 | PA      | $282097.00    | 0.14%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FONTANA CA SPL TAX                          | City of Fontana CA                                                              | CUSIP: 344630P51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1072243.70   | 0.52%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY &CNTY AR              | San Francisco City & County Airport Comm-San Francisco International Airport    | CUSIP: 79766DMB2<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |   3040000 | PA      | $3065820.54   | 1.49%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RANCHO CORDOVA CA CMNTY FACS D              | City of Rancho Cordova CA                                                       | CUSIP: 75211RLC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $228469.96    | 0.11%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN JOAQUIN HILLS CA TRANSPRTN              | San Joaquin Hills Transportation Corridor Agency                                | CUSIP: 798111DD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $160678.95    | 0.08%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORONA-NORCO CA UNIF SCH DIST               | Corona-Norco Unified School District                                            | CUSIP: 219764UQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1626409.50   | 0.79%             | 2046-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UN46<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1151459.89   | 0.56%             | 2042-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A              | California Enterprise Development Authority                                     | CUSIP: 13069AAX6<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    500000 | PA      | $528183.05    | 0.26%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST POLL CONTROL FIN              | California Pollution Control Financing Authority                                | CUSIP: 130536RN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1500029.85   | 0.73%             | 2043-07-01      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTA BARBARA CA FIN AUTH LEAS              | Santa Barbara Finance Authority                                                 | CUSIP: 801260AQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023424.30   | 0.50%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A              | City of Los Angeles Department of Airports                                      | CUSIP: 544445S34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $757363.04    | 0.37%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KERN CA CMNTY CLG DIST                      | Kern Community College District                                                 | CUSIP: 492244GR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1144084.70   | 0.56%             | 2039-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUAM PWR AUTH REVENUE                       | Guam Power Authority                                                            | CUSIP: 400653LC3<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    210000 | PA      | $223808.55    | 0.11%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FIN AUTH SEN              | California Public Finance Authority                                             | CUSIP: 13057GAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $220642.78    | 0.11%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FONTANA CA PUBLIC FIN AUTH LEA              | Fontana Public Facilities Financing Authority                                   | CUSIP: 34461BCN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1583238.30   | 0.77%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKE ELSINORE CA UNIF SCH DIST              | Lake Elsinore Unified School District Community Facilities District             | CUSIP: 509640A99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $262391.10    | 0.13%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST MED CARE COM              | North Carolina Medical Care Commission                                          | CUSIP: 65820YVL7<br>LEI: 549300FH6KOXGCHQYG81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515386.40    | 0.25%             | 2046-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORONGO BAND OF MISSION INDIAN              | Morongo Band of Mission Indians/The                                             | CUSIP: 61773RAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203014.80    | 0.10%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA SPL TAX                        | City of Roseville CA                                                            | CUSIP: 7778706M3<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    930000 | PA      | $987466.37    | 0.48%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SRU0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102236.61    | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH CA MARINA REVENUE                | City of Long Beach CA Marina System Revenue                                     | CUSIP: 542426DS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $550646.35    | 0.27%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A              | California Enterprise Development Authority                                     | CUSIP: 13069AAH1<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    375000 | PA      | $362955.45    | 0.18%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIPON CA REDEV AGY SUCCESSOR A              | Ripon Redevelopment Agency Successor Agency                                     | CUSIP: 767491AG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $557795.39    | 0.27%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTA FE SPRINGS CA PUBLIC FIN              | Santa Fe Springs Public Financing Authority                                     | CUSIP: 80218FAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1213849.90   | 0.59%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SKW3<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50050.40     | 0.02%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV               | California Statewide Communities Development Authority                          | CUSIP: 13078YYK5<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    860000 | PA      | $880506.96    | 0.43%             | 2046-09-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VLB2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    500000 | PA      | $501719.50    | 0.24%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTA CLARA VLY CA WTR DIST SA              | Santa Clara Valley Water District Safe Clean Water Revenue                      | CUSIP: 80168EAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $563984.55    | 0.27%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARINA CA REDEV AGY SUCCESSOR               | Marina Redevelopment Agency Successor Agency                                    | CUSIP: 568061AY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102631.73    | 0.05%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UU30<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $550916.00    | 0.27%             | 2040-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRL VLY CA ENERGY AUTH COMM              | Central Valley Energy Authority                                                 | CUSIP: 15569DAA0<br>LEI: 254900G5IPQ9MA3FRJ55 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2163212.60   | 1.05%             | 2055-12-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| IRVINE RANCH CA WTR DIST                    | Irvine Ranch Water District                                                     | CUSIP: 4636324K2<br>LEI: 2ZRS7W19IBMY48SFBI68 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.97%             | 2041-10-01      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A              | California Enterprise Development Authority                                     | CUSIP: 13069AAY4<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    750000 | PA      | $744294.08    | 0.36%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO              | California Municipal Finance Authority                                          | CUSIP: 13049SEP5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    170000 | PA      | $167809.23    | 0.08%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA ARPT SYS RE              | County of Sacramento CA Airport System Revenue                                  | CUSIP: 786107RW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1035677.50   | 0.50%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH ST              | California Municipal Finance Authority                                          | CUSIP: 13049YBH3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516126.55    | 0.25%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA WTR REVENUE                    | City of Riverside CA Water Revenue                                              | CUSIP: 769076WC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $794101.95    | 0.39%             | 2047-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI              | Golden State Tobacco Securitization Corp                                        | CUSIP: 38122NZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $801146.25    | 0.39%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TFQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $107667.22    | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FONTANA CA SPL TAX                          | City of Fontana CA                                                              | CUSIP: 344630SK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $159926.10    | 0.08%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                  | California State University                                                     | CUSIP: 13077DWA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1131533.90   | 0.55%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AZUSA CA SPL TAX                            | City of Azusa CA                                                                | CUSIP: 055032FF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1228739.64   | 0.60%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRVINE CA UNIF SCH DIST SPL TA              | Irvine Unified School District                                                  | CUSIP: 463612KM2<br>LEI: 549300BNIP4XNVC0X742 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154995.89    | 0.08%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGLEWOOD CA JT PWRS AUTH LEAS              | Inglewood Joint Powers Authority                                                | CUSIP: 45710PAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1355209.17   | 0.66%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST SCH FIN AUTH EDU              | California School Finance Authority                                             | CUSIP: 130591BN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $613610.66    | 0.30%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MF              | California Municipal Finance Authority                                          | CUSIP: 130483GQ7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2048074.60   | 1.00%             | 2042-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SANTA CLARA VLY CA WTR DIST SA              | Santa Clara Valley Water District Safe Clean Water Revenue                      | CUSIP: 80168EAU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $560162.20    | 0.27%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES              | University of California                                                        | CUSIP: 91412HWK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1210222.50   | 0.59%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES              | University of California                                                        | CUSIP: 91412HVY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1319911.63   | 0.64%             | 2053-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY &CNTY AR              | San Francisco City & County Airport Comm-San Francisco International Airport    | CUSIP: 79766DTB5<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |    140000 | PA      | $149597.15    | 0.07%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PITTSBURG CA UNIF SCH DIST                  | Pittsburg Unified School District                                               | CUSIP: 724581SP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $821947.32    | 0.40%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIVER ISLANDS CA PUBLIC FING A              | River Islands Public Financing Authority                                        | CUSIP: 76827QEM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511146.75    | 0.25%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI              | Bay Area Toll Authority                                                         | CUSIP: 072024A93<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1076202.70   | 0.52%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MENIFEE CA UNION SCH DIST SPL               | Menifee Union School District                                                   | CUSIP: 586810Q30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $254548.63    | 0.12%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATASCADERO CA FING AUTH LEASE               | Atascadero Financing Authority                                                  | CUSIP: 046542AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $272803.45    | 0.13%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST SCH FIN AUTH CHR              | California School Finance Authority                                             | CUSIP: 13058TRR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $602675.88    | 0.29%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A              | California Community Choice Financing Authority                                 | CUSIP: 13013JCM6<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1064441.50   | 0.52%             | 2054-01-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RANCHO CORDOVA CA CMNTY FACS D              | City of Rancho Cordova CA                                                       | CUSIP: 75211RLB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $218162.18    | 0.11%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UU48<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $544945.45    | 0.27%             | 2041-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH MO              | California Municipal Finance Authority                                          | CUSIP: 13049SER1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    435000 | PA      | $365562.04    | 0.18%             | 2051-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UU55<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $538777.15    | 0.26%             | 2042-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH ST              | California Municipal Finance Authority                                          | CUSIP: 13049YBJ9<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    350000 | PA      | $359920.09    | 0.18%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A              | California Community Choice Financing Authority                                 | CUSIP: 13013JAX4<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20366.11     | 0.01%             | 2052-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH CH              | California Municipal Finance Authority                                          | CUSIP: 130486AM5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250149.83    | 0.12%             | 2034-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LONG BEACH CA BOND FIN AUTH NA              | Long Beach Bond Finance Authority                                               | CUSIP: 54241AAY9<br>LEI: 549300BKBZ5U7OZH3S21 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1153246.40   | 0.56%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SVJ0<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    300000 | PA      | $311694.57    | 0.15%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOVIS CA UNIF SCH DIST COPS                | Clovis Unified School District                                                  | CUSIP: 189344GK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $909513.43    | 0.44%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R              | San Francisco City & County Redevelopment Agency Successor Agency               | CUSIP: 79772ADL8<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1427669.63   | 0.69%             | 2040-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SO              | California Municipal Finance Authority                                          | CUSIP: 13048RAJ6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000361.40   | 0.49%             | 2041-07-01      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VL30<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1070770.40   | 0.52%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A              | California Community Choice Financing Authority                                 | CUSIP: 13013JEP7<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    585000 | PA      | $627628.01    | 0.31%             | 2055-02-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080ST53<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1175231.50   | 0.57%             | 2044-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILITARY INSTALLATION DEV AUTH              | Military Installation Development Authority                                     | CUSIP: 599772AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $404208.50    | 0.20%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMMERSVILLE CA JT UNIF SCH DI              | Lammersville Joint Unified School District                                      | CUSIP: 513533EZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $198897.48    | 0.10%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SP              | California Municipal Finance Authority                                          | CUSIP: 13050RAA0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1563917.14   | 0.76%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032U3V8<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    500000 | PA      | $543479.00    | 0.26%             | 2044-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAINT JAMES PARISH LA REVENUE               | Parish of St James LA                                                           | CUSIP: 790103AU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $831737.33    | 0.40%             | 2038-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TDH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $311294.06    | 0.15%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048V3F3<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    525000 | PA      | $536661.14    | 0.26%             | 2045-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL CA CMNTY CLG DIST                  | Imperial Community College District                                             | CUSIP: 452641LM3<br>LEI: 549300VO268A8SG7J029 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1055515.80   | 0.51%             | 2053-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUAM GOVT BUSINESS PRIVILEGE T              | Territory of Guam                                                               | CUSIP: 40065NDE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $553949.95    | 0.27%             | 2038-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST SCH FIN AUTH CHR              | California School Finance Authority                                             | CUSIP: 13058TPZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $745720.57    | 0.36%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P              | City of San Francisco CA Public Utilities Commission Water Revenue              | CUSIP: 79771FCU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083529.40   | 0.53%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAMMERSVILLE CA JT UNIF SCH DI              | Lammersville Joint Unified School District                                      | CUSIP: 513533KK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1269187.75   | 0.62%             | 2046-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST EDUCTNL FACS AUT              | California Educational Facilities Authority                                     | CUSIP: 130179JF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $903010.68    | 0.44%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                             | CUSIP: 13063ELD6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    770000 | PA      | $821505.22    | 0.40%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY AFFORDA              | California Housing Finance Agency                                               | CUSIP: 13032WES9<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |    455000 | PA      | $459506.87    | 0.22%             | 2043-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LONG BEACH CA MARINA REVENUE                | City of Long Beach CA Marina System Revenue                                     | CUSIP: 542426DR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1123751.55   | 0.55%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST SCH FIN AUTH CHR              | California School Finance Authority                                             | CUSIP: 13058TUE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012812.20   | 0.49%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST SCH FIN AUTH CHR              | California School Finance Authority                                             | CUSIP: 13058TUD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $270021.05    | 0.13%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SC              | California Municipal Finance Authority                                          | CUSIP: 13051BAC0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    435000 | PA      | $437178.74    | 0.21%             | 2054-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VS41<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    600000 | PA      | $673110.84    | 0.33%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL ARPT AU              | San Diego County Regional Airport Authority                                     | CUSIP: 79739GNL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1102543.20   | 0.54%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEMECULA VLY CA UNIF SCH DISTC              | Temecula Valley Unified School District Community Facilities District           | CUSIP: 87970HMF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $154682.09    | 0.08%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S WSTRN CA CMNTY CLG DIST                   | Southwestern Community College District                                         | CUSIP: 845389QN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1100643.70   | 0.54%             | 2046-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048V3E6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1052971.50   | 0.51%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VKU1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    380000 | PA      | $381670.63    | 0.19%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SRW6<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50502.34     | 0.02%             | 2032-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SP              | California Municipal Finance Authority                                          | CUSIP: 13051AJH2<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    400000 | PA      | $421465.84    | 0.21%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA CMNTY FACS DIST #40              | City of Ontario CA Community Facilities District No 40                          | CUSIP: 68305EAU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $266113.24    | 0.13%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTA MARGARITA CA WTR DIST SP              | Santa Margarita Water District                                                  | CUSIP: 802242GY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1190838.22   | 0.58%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032US58<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2123712.00   | 1.03%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURBANK GLENDALE PASADENA CA A              | Burbank-Glendale-Pasadena Airport Authority Brick Campaign                      | CUSIP: 120827ED8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1699969.54   | 0.83%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO INDL TOURIST EDUCT              | Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth | CUSIP: 74528LAC5<br>LEI: 549300YJRISCG6HQ4512 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1133768.80   | 0.55%             | 2045-01-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA TRANSPRTN CO              | Riverside County Transportation Commission                                      | CUSIP: 76912DAY4<br>LEI: 5493003G0IESJS57M350 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997543.10    | 0.49%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTA ROSA CA HIGH SCH DIST                 | Santa Rosa High School District                                                 | CUSIP: 802615S21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1078824.00   | 0.52%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GUAM PWR AUTH REVENUE                       | Guam Power Authority                                                            | CUSIP: 400653LD1<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |    325000 | PA      | $342933.18    | 0.17%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST BAY CA MUNI UTILITY DIST               | East Bay Municipal Utility District Water System Revenue                        | CUSIP: 271014V66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1136175.10   | 0.55%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SSH8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254871.40    | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURBANK CA WTR & PWR ELEC REVE              | City of Burbank CA Electric Revenue                                             | CUSIP: 12082TCJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1340245.38   | 0.65%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURBANK GLENDALE PASADENA CA A              | Burbank-Glendale-Pasadena Airport Authority Brick Campaign                      | CUSIP: 120827EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $808107.98    | 0.39%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRVINE CA SPL TAX                           | City of Irvine CA                                                               | CUSIP: 46360THP1<br>LEI: 549300PJ9FL2XGFR8J79 | Long             | DBT              | MUN               | US        |    775000 | PA      | $846139.03    | 0.41%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VU97<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $1093489.75   | 0.53%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV               | California Statewide Communities Development Authority                          | CUSIP: 13077EQY9<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032414.80   | 0.50%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAL VERDE CA UNIF SCH DIST SPL              | Val Verde Unified School District                                               | CUSIP: 91882PGQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $517757.65    | 0.25%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SP              | California Municipal Finance Authority                                          | CUSIP: 13051AGA0<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    600000 | PA      | $634897.14    | 0.31%             | 2043-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SO              | California Municipal Finance Authority                                          | CUSIP: 13048RAN7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000325.40   | 0.97%             | 2041-11-01      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MARINA CA REDEV AGY SUCCESSOR               | Marina Redevelopment Agency Successor Agency                                    | CUSIP: 568061BA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $257728.78    | 0.13%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA                | City & County of San Francisco CA                                               | CUSIP: 7976467Q3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    935000 | PA      | $906174.42    | 0.44%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FONTANA CA SPL TAX                          | City of Fontana CA                                                              | CUSIP: 344630M70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1919316.22   | 0.93%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R              | San Francisco City & County Redevelopment Agency Successor Agency               | CUSIP: 79770GJZ0<br>LEI: 5493001TPOZL3UK8DX25 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1406158.92   | 0.68%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TGN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $661602.05    | 0.32%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059THL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $561119.19    | 0.27%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032UK64<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    520000 | PA      | $584233.88    | 0.28%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHODINE ROAD NORTH CDD FL SPL               | Rhodine Road North Community Development District                               | CUSIP: 762402AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $214119.40    | 0.10%             | 2030-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORONA CA CMNTY FACS DIST SPL               | Corona Community Facilities District                                            | CUSIP: 219680HC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $540561.25    | 0.26%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA CMNTY FACS DIST #40              | City of Ontario CA Community Facilities District No 40                          | CUSIP: 68305EAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65545.55     | 0.03%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA SPL TAX                        | City of Roseville CA                                                            | CUSIP: 777870F43<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    160000 | PA      | $166247.26    | 0.08%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TJP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176457.68    | 0.09%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TGJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000432.40   | 0.49%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMOLAND CA SCH DIST SPL TAX                | Romoland School District                                                        | CUSIP: 776192VM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $416558.32    | 0.20%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MODESTO CA HIGH SCH DIST STANI              | Modesto High School District                                                    | CUSIP: 607743LX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $856579.50    | 0.42%             | 2042-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH SC              | California Municipal Finance Authority                                          | CUSIP: 13051BAE6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    385000 | PA      | $397135.70    | 0.19%             | 2030-05-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048VKW7<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    800000 | PA      | $802686.64    | 0.39%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                             | CUSIP: 13063D3H9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5023.36      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELK GROVE CA FIN AUTH SPL TAX               | Elk Grove Finance Authority                                                     | CUSIP: 287254GS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1246763.80   | 0.61%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST                | Los Angeles Unified School District/CA                                          | CUSIP: 544647FG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1042678.10   | 0.51%             | 2042-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTA CLARA CA WSTWTR REV COPS              | City of Santa Clara CA Sewer Revenue                                            | CUSIP: 801517AT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1698896.24   | 0.83%             | 2041-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO PUB FING AUTH LEASE RE              | Ontario Public Financing Authority                                              | CUSIP: 68304RED8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $919635.84    | 0.45%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A              | California Health Facilities Financing Authority                                | CUSIP: 13032US74<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1055656.90   | 0.51%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST ENTERPRISE DEV A              | California Enterprise Development Authority                                     | CUSIP: 13067VBR4<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2674768.75   | 1.30%             | 2049-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST STWD CMNTYS DEV               | California Statewide Communities Development Authority                          | CUSIP: 130795VL8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    375000 | PA      | $375000.00    | 0.18%             | 2047-08-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI              | Bay Area Toll Authority                                                         | CUSIP: 072024C59<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.68%             | 2059-04-01      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA ARPT SYS RE              | County of Sacramento CA Airport System Revenue                                  | CUSIP: 786107WN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1276022.72   | 0.62%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH RE              | California Municipal Finance Authority                                          | CUSIP: 13048V4K1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1035149.30   | 0.50%             | 2045-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059TJQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185521.16    | 0.09%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MENIFEE CA UNION SCH DIST                   | Menifee Union School District                                                   | CUSIP: 586807JR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1358601.90   | 0.66%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCH FIN AUTH SCH FA              | California School Finance Authority                                             | CUSIP: 13059THM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $453661.70    | 0.22%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROSEVILLE CA SPL TAX                        | City of Roseville CA                                                            | CUSIP: 777870F35<br>LEI: 549300OH100KESVPND17 | Long             | DBT              | MUN               | US        |    185000 | PA      | $192366.16    | 0.09%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAMMOTH LAKES CA COPS                       | Town of Mammoth Lakes CA                                                        | CUSIP: 561550DB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $504921.11    | 0.25%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST EDUCTNL FACS AUT              | California Educational Facilities Authority                                     | CUSIP: 130179TY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $493126.83    | 0.24%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MODESTO CA HIGH SCH DIST STANI              | Modesto High School District                                                    | CUSIP: 607743LW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $809863.88    | 0.39%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIO CA ELEC FING AUTH ELEC R              | Indio Electric Financing Authority                                              | CUSIP: 455701AR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $647527.86    | 0.31%             | 2041-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUAM GOVT BUSINESS PRIVILEGE T              | Territory of Guam                                                               | CUSIP: 40065NCX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $546374.55    | 0.27%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

**Name of Applicant:** First Trust Exchange-Traded Fund III

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer