# EDGAR Filing Document

**Accession Number:** 0000857769
**File Stem:** 0001193125-25-255282
**Filing Date:** 2025-10
**Character Count:** 231418
**Document Hash:** 25dc8cd971bd75e5340837e1ab9192be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255282.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255282

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK MUNICIPAL SECURITIES TRUST
- **CENTRAL INDEX KEY:** 0000857769

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05968
- **FILM NUMBER:** 251427509

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN MUNICIPAL SECURITIES TRUST
- **DATE OF NAME CHANGE:** 20050323

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN TAX FREE BOND TRUST
- **DATE OF NAME CHANGE:** 19970501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN TAX FREE BOND FUND
- **DATE OF NAME CHANGE:** 19941227

## Series and Classes Contracts Data

### John Hancock High Yield Municipal Bond Fund (Series ID: S000000651)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001874 | Class A      | JHTFX           |
| C000001876 | Class C      | JCTFX           |
| C000178765 | Class I      | JHYMX           |
| C000193018 | Class R6     | JCTRX           |

## Nport-Ex

![](img0f8f25571.gif)

#### Quarterly portfolio holdings

## John Hancock

## High Yield Municipal Bond Fund

## Fixed income
August 31, 2025

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

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Fund's investments

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#### As of 8-31-25 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Municipal bonds 111.1%** |  |  |  | **$384080983** |
| (Cost $401,540,070) |  |  |  |  |
| **Alabama 1.4%** |  |  |  | **4718734** |
| Baldwin County Industrial Development Authority<br> Novelis Corp. Project, Series A, AMT (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 2000000 | 2002850 |
| Mobile County Industrial Development Authority<br> AM/NS Calvert LLC Project, Series A, AMT | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-54 | 3000000 | 2715884 |
| **Alaska 0.3%** |  |  |  | **1207513** |
| Northern Tobacco Securitization Corp.<br> Alaska Tobacco Settlement, Senior Class 1, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-50 | 1500000 | 1207513 |
| **Arizona 3.2%** |  |  |  | **10900051** |
| Arizona Industrial Development Authority<br> Benjamin Franklin Charter School Projects, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-53 | 685000 | 614367 |
| Arizona Industrial Development Authority<br> Macombs Facility Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-61 | 2370000 | 1820765 |
| Glendale Industrial Development Authority<br> Royal Oaks Inspirata Pointe Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-41 | 1000000 | 919687 |
| Glendale Industrial Development Authority<br> Royal Oaks Inspirata Pointe Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-56 | 1290000 | 1047708 |
| Industrial Development Authority of the City of Phoenix<br> Legacy Traditional Schools Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-41 | 750000 | 717603 |
| Maricopa County Industrial Development Authority<br> Arizona Autism Charter Schools Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-61 | 1000000 | 695609 |
| Maricopa County Industrial Development Authority<br> Benjamin Franklin Charter School Projects, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-52 | 375000 | 375287 |
| Maricopa County Industrial Development Authority<br> Valley Christian Schools Project, Series A (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-53 | 510000 | 473246 |
| Maricopa County Pollution Control Corp.<br> El Paso Electric Company Palo Verde Project, Series A | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-01-42 | 1000000 | 935812 |
| Sierra Vista Industrial Development Authority<br> American Leadership Academy Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-54 | 1220000 | 1051007 |
| Sierra Vista Industrial Development Authority<br> Champion Schools Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-64 | 1500000 | 1507538 |
| The Industrial Development Authority of the County of Pima<br> American Leadership Academy (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-51 | 1000000 | 741422 |
| **Arkansas 0.3%** |  |  |  | **1058085** |
| Arkansas Development Finance Authority<br> Hybar Steel Project, Series A, AMT (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-48 | 1000000 | 1058085 |
| **California 12.9%** |  |  |  | **44641593** |
| California Community College Financing Authority<br> Napa Valley College Project, Series A (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-01-60 | 500000 | 408709 |
| California Community Housing Agency<br> Exchange at Bayfront Apartments, Series A-1 (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;02-01-57 | 450000 | 268354 |
| California County Tobacco Securitization Agency<br> Series B-2 (B) | &nbsp;&nbsp;5.756 | &nbsp;&nbsp;06-01-55 | 7125000 | 1315714 |
| California Infrastructure & Economic Development Bank<br> Brightline West Passenger Project, Series A, AMT (A) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;01-01-65 | 4500000 | 4135454 |
| California Municipal Finance Authority<br> NorthBay Healthcare Group | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-44 | 295000 | 274387 |
| California Municipal Finance Authority<br> NorthBay Healthcare, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-01-47 | 565000 | 536929 |
| California Municipal Finance Authority<br> Turning Point Schools (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-44 | 1000000 | 910775 |
| California Municipal Finance Authority<br> Westside Neighborhood School Project (A) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;06-15-54 | 700000 | 717644 |
| California Municipal Finance Authority<br> Westside Neighborhood School Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-64 | 1050000 | 1081044 |
| California Public Finance Authority<br> Enso Village Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-51 | 250000 | 210674 |

---

2 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **California (continued)** |  |  |  |  |
| California Public Finance Authority<br> Enso Village Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-56 | 700000 | $578372 |
| California Public Finance Authority<br> Laverne Elementary Preparatory Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-65 | 1000000 | 995325 |
| California Public Finance Authority<br> Trinity Classical Academy, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-54 | 650000 | 531468 |
| California School Finance Authority<br> Lighthouse Community Public Schools (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-62 | 1000000 | 1018101 |
| California School Finance Authority<br> Sonoma County Junior College Project, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-01-31 | 750000 | 746120 |
| California Statewide Financing Authority<br> Tobacco Securitization Program, Series C (A)(B) | &nbsp;&nbsp;9.283 | &nbsp;&nbsp;06-01-55 | 8000000 | 548832 |
| City & County of San Francisco Community Facilities District No. 2016-1<br> Improvement Area No. 2, Treasure Island, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-01-42 | 1000000 | 875619 |
| City of Oroville<br> Oroville Hospital | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-54 | 705000 | 541667 |
| City of Palm Desert<br> Community Facilities District No. 2021-1 | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-49 | 585000 | 576689 |
| CSCDA Community Improvement Authority<br> 1818 Platinum Triangle Anaheim, Series A-2 (A) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-01-57 | 1000000 | 686160 |
| CSCDA Community Improvement Authority<br> Altana Glendale, Series A-1 (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-46 | 1000000 | 783881 |
| CSCDA Community Improvement Authority<br> Altana Glendale, Series A-2 (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-56 | 500000 | 363161 |
| CSCDA Community Improvement Authority<br> Monterey Station Apartments, Series A-2 (A) | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;07-01-56 | 1000000 | 612891 |
| CSCDA Community Improvement Authority<br> Orange City Portfolio, Series A-2 (A) | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;03-01-57 | 1500000 | 948054 |
| CSCDA Community Improvement Authority<br> Parallel Apartments Anaheim, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-56 | 1490000 | 1260834 |
| CSCDA Community Improvement Authority<br> The Link-Glendale, Series A-2 (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-56 | 400000 | 291274 |
| Golden State Tobacco Securitization Corp.<br> Series A-1 | &nbsp;&nbsp;3.714 | &nbsp;&nbsp;06-01-41 | 1500000 | 1147531 |
| Golden State Tobacco Securitization Corp.<br> Series B-2 (B) | &nbsp;&nbsp;5.919 | &nbsp;&nbsp;06-01-66 | 7850000 | 728473 |
| Inland Empire Tobacco Securitization Corp.<br> Series C-1 (B) | &nbsp;&nbsp;7.442 | &nbsp;&nbsp;06-01-36 | 3400000 | 1553900 |
| Kaweah Delta Health Care District Guild<br> Series B | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-37 | 10000 | 9000 |
| River Islands Public Financing Authority<br> Community Facilities District No. 2023-1 | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-01-44 | 500000 | 456116 |
| River Islands Public Financing Authority<br> Community Facilities District No. 2023-1 | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-48 | 1000000 | 1012352 |
| San Francisco Bay Area Rapid Transit District<br> Election of 2016, Series D1, GO (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-37 | 1885000 | 1892534 |
| San Francisco City & County Airport Commission<br> Series A, AMT (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-55 | 15000000 | 15123404 |
| Southern California Public Power Authority<br> Natural Gas Project, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-01-26 | 1470000 | 1500151 |
| **Colorado 7.0%** |  |  |  | **24092708** |
| Aerotropolis Regional Transportation Authority<br> Special Revenue | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-41 | 1000000 | 839731 |
| Aerotropolis Regional Transportation Authority<br> Special Revenue (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-54 | 2000000 | 1905498 |
| Colorado Educational & Cultural Facilities Authority<br> Axis International Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-55 | 1430000 | 1397132 |
| Colorado Educational & Cultural Facilities Authority<br> Axis International Academy Project, Series B (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-55 | 900000 | 861609 |
| Colorado Health Facilities Authority<br> CommonSpirit Health, Series A-1 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-44 | 1575000 | 1361716 |
| Creekwalk Marketplace Business Improvement District<br> Series A | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-54 | 1500000 | 1395298 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 3

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Colorado (continued)** |  |  |  |  |
| Fiddlers Business Improvement District<br> Greenwood Village, GO (A) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;12-01-47 | 1265000 | $1242659 |
| Gold Hill Mesa Metropolitan District No. 2<br> Series B, GO | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-39 | 1000000 | 1003031 |
| Hess Ranch Metropolitan District No. 5<br> Series A-2 | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-01-43 | 730000 | 725699 |
| Lafferty Canyon Metropolitan District<br> Series A, GO | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-55 | 1440000 | 1352479 |
| Orchard Park Place South Metropolitan District, GO (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-54 | 1775000 | 1675307 |
| Pinery Commercial Metropolitan District No. 2<br> Colorado Special Revenue | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-54 | 500000 | 475070 |
| Platte River Metropolitan District<br> Series A, GO (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-53 | 414000 | 408561 |
| Pueblo Urban Renewal Authority<br> EVRAZ Project, Series A (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;12-01-45 | 1000000 | 881398 |
| Rampart Range Metropolitan District<br> No. 5 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-51 | 1500000 | 1160838 |
| Sky Ranch Community Authority Board<br> Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-52 | 1600000 | 1566255 |
| Sky Ranch Community Authority Board<br> Series B, GO | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-15-54 | 550000 | 544265 |
| St. Vrain Lakes Metropolitan District No. 4<br> Series A, GO (0.000% to 12-1-30, then 6.750% thereafter) (A) | &nbsp;&nbsp;0.000 | &nbsp;&nbsp;09-20-54 | 1500000 | 1016255 |
| Sterling Ranch Community Authority Board<br> Special Improvement District No. 1 | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-43 | 852000 | 837655 |
| Vermilion Creek Metropolitan District No. 3<br> Series A, GO | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-55 | 2550000 | 2524719 |
| Villages at Castle Rock Metropolitan District<br> Cobblestone Ranch Project, Series 2, GO (B) | &nbsp;&nbsp;7.957 | &nbsp;&nbsp;12-01-37 | 1066667 | 411816 |
| West Meadow Metropolitan District<br> Series A, GO (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-38 | 500000 | 505717 |
| **Connecticut 1.3%** |  |  |  | **4459242** |
| Connecticut State Health & Educational Facilities Authority<br> Goodwin University | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-44 | 500000 | 464423 |
| Great Pond Improvement District<br> Great Pond Phase 1 Project (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-01-48 | 965000 | 857980 |
| Stamford Housing Authority<br> Mozaic Concierge Living Project, Series A | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-60 | 1500000 | 1417748 |
| Town of Hamden<br> Whitney Center Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-50 | 2060000 | 1719091 |
| **Delaware 0.2%** |  |  |  | **722807** |
| Delaware State Economic Development Authority<br> Aspira of Delaware Charter Operations, Inc. Project, Series A | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-32 | 450000 | 406944 |
| Delaware State Economic Development Authority<br> Aspira of Delaware Charter Operations, Inc. Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-42 | 390000 | 315863 |
| **District of Columbia 4.2%** |  |  |  | **14556074** |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue<br> Series C (D) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-41 | 3000000 | 3125293 |
| Metropolitan Washington District of Columbia Airports Authority<br> Series A, AMT (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-49 | 11320000 | 11430781 |
| **Florida 9.0%** |  |  |  | **31078481** |
| Alachua County Health Facilities Authority<br> Oak Hammock at the University of Florida Project, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-01-53 | 3000000 | 3033025 |
| Capital Projects Finance Authority<br> Kissimmee Charter Academy Project (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-59 | 890000 | 891326 |
| Capital Projects Finance Authority<br> Navigator Academy of Leadership Obligated Group Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-64 | 1890000 | 1606537 |
| Capital Trust Authority<br> KIPP Miami - North Campus Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-34 | 310000 | 318225 |
| Capital Trust Authority<br> KIPP Miami - North Campus Project, Series A (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-44 | 250000 | 245712 |

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4 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Florida (continued)** |  |  |  |  |
| Capital Trust Authority<br> KIPP Miami - North Campus Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 675000 | $667837 |
| Capital Trust Authority<br> The Classical Academy of Sarasota Project, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-54 | 500000 | 434003 |
| Charlotte County Industrial Development Authority<br> Town and Country Utilities Project, Series A, AMT (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-01-51 | 1800000 | 1397228 |
| City of Jacksonville<br> Jacksonville University Project, Series B (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-53 | 750000 | 595700 |
| City of Pompano Beach<br> John Knox Village Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-01-56 | 900000 | 665561 |
| City of Venice<br> Village on the Isle Project, Series A (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-01-55 | 1000000 | 918645 |
| County of Lake<br> Imagine South Lake Charter School Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-49 | 950000 | 770603 |
| Escambia County Health Facilities Authority<br> Baptist Health Care Corp. Health Facilities, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-50 | 1640000 | 1310064 |
| Florida Development Finance Corp.<br> River City Science Academy | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-57 | 670000 | 597455 |
| Florida Higher Educational Facilities Financing Authority<br> Jacksonville University, Series A-1 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-48 | 750000 | 618575 |
| Florida Higher Educational Facilities Financing Authority<br> Keiser University Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-45 | 2850000 | 2755415 |
| Florida Local Government Finance Commission<br> BridgePrep Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-45 | 2000000 | 1997910 |
| Florida Local Government Finance Commission<br> Fleet Landing at Nocatee Project, Series A (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-55 | 2000000 | 2007744 |
| Hillsborough County Industrial Development Authority<br> Tampa General Hospital Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-50 | 1000000 | 826114 |
| Kingston One Community Development District<br> 2025 Project Area | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-01-45 | 1250000 | 1233420 |
| Lakewood Ranch Stewardship District<br> The Isles at Lakewood Ranch Project, Phase 2 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-51 | 925000 | 718205 |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;05-01-44 | 550000 | 501613 |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-01-55 | 200000 | 176318 |
| Middleton Community Development District A<br> Special Assessment Revenue | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-01-53 | 995000 | 1022778 |
| Palm Beach County Health Facilities Authority<br> Jupiter Medical Center Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-47 | 1000000 | 959189 |
| Palm Beach County Health Facilities Authority<br> Toby & Leon Cooperman Sinai Residences | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 145000 | 129715 |
| Palm Beach County Health Facilities Authority<br> Toby and Leon Cooperman Sinai Residences | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-31 | 1750000 | 1761254 |
| Polk County Industrial Development Authority<br> Mineral Development LLC, AMT (A)(E) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-01-33 | 950000 | 522500 |
| Portico Community Development District<br> Series 1 | &nbsp;&nbsp;3.200 | &nbsp;&nbsp;05-01-31 | 995000 | 953184 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-41 | 380000 | 306807 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-46 | 300000 | 222445 |
| St. Johns County Industrial Development Authority<br> Vicar's Landing Project, Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-15-50 | 1300000 | 913374 |
| **Georgia 0.3%** |  |  |  | **998929** |
| The Development Authority of Cobb County<br> Northwest Classical Academy Project, Series A (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;06-15-33 | 500000 | 506614 |
| The Development Authority of Cobb County<br> Northwest Classical Academy Project, Series A (A) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;06-15-38 | 500000 | 492315 |
| **Idaho 0.7%** |  |  |  | **2274086** |
| Avimor Community Infrastructure District No. 1<br> Assessment Area 5 (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;09-01-53 | 933000 | 934497 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 5

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Idaho (continued)** |  |  |  |  |
| Avimor Community Infrastructure District No. 1<br> Assessment Area 6, Series B (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-53 | 1400000 | $1339589 |
| **Illinois 4.1%** |  |  |  | **14082119** |
| Chicago Board of Education<br> Series A, GO | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-01-44 | 1500000 | 1503447 |
| Chicago Board of Education<br> Series D, GO | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-46 | 500000 | 426381 |
| City of Chicago<br> Series A, GO | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-01-38 | 1000000 | 1015078 |
| Illinois Finance Authority<br> Clark-Lindsey Village, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-57 | 1250000 | 1062918 |
| Illinois Finance Authority<br> DePaul College Prep Foundation, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-01-38 | 500000 | 516334 |
| Illinois Finance Authority<br> Goodman Theatre Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-45 | 1000000 | 980526 |
| Illinois Finance Authority<br> Goodman Theatre Project, Series A (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-01-50 | 1000000 | 978827 |
| Illinois Finance Authority<br> LRS Holdings LLC Project, Series B, AMT (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-01-42 | 750000 | 817673 |
| Illinois Finance Authority<br> Navy Pier, Inc., Series B (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-49 | 550000 | 494044 |
| Illinois Finance Authority<br> Westminster Village, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-38 | 1085000 | 1033480 |
| Upper Illinois River Valley Development Authority<br> Elgin Math & Science Academy Charter School Project, Series A (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-01-53 | 1000000 | 936750 |
| Upper Illinois River Valley Development Authority<br> Prairie Crossing Charter School Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-55 | 2000000 | 1707473 |
| Village of Lincolnwood<br> Certificates of Participation, District 1860 Development Project, Series A (A) | &nbsp;&nbsp;4.820 | &nbsp;&nbsp;01-01-41 | 1500000 | 1428551 |
| Village of Lincolnwood<br> Certificates of Participation, District 1860 Development Project, Series B (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-43 | 1200000 | 1180637 |
| **Indiana 2.1%** |  |  |  | **7341426** |
| City of Valparaiso<br> Pratt Paper LLC Project, AMT (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-54 | 500000 | 460053 |
| Indiana Finance Authority<br> Greenwood Village South Project, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-60 | 1850000 | 1781268 |
| Indiana Finance Authority<br> Marquette Project, Series A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-01-45 | 1000000 | 957094 |
| Indiana Finance Authority<br> Polyflow Industry Project, AMT (A)(E) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-39 | 2830000 | 141500 |
| Indiana Finance Authority<br> Student Housing Project, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-64 | 750000 | 715390 |
| Indiana Finance Authority<br> The Methodist Hospitals, Inc., Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-15-44 | 1420000 | 1427874 |
| Indiana Finance Authority<br> Tippecanoe LLC Student Housing Project, Series A | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-64 | 1000000 | 958375 |
| Indianapolis Local Public Improvement Bond Bank<br> Convention Center Hotel, Series E | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-01-57 | 880000 | 899872 |
| **Iowa 0.9%** |  |  |  | **3145407** |
| Iowa Finance Authority<br> Lifespace Communities, Inc., Series A | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-15-53 | 2000000 | 1508578 |
| Iowa Finance Authority<br> Northcrest, Inc. Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-48 | 1090000 | 970293 |
| Iowa Tobacco Settlement Authority<br> Series B-2 (B) | &nbsp;&nbsp;5.028 | &nbsp;&nbsp;06-01-65 | 4820000 | 666536 |
| **Kansas 0.7%** |  |  |  | **2523337** |
| Wyandotte County-Kansas City Unified Government<br> Legends Apartments Garage & West Lawn Project | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-40 | 575000 | 543201 |
| Wyandotte County-Kansas City Unified Government<br> Village East Project Areas 2B (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-01-35 | 1960000 | 1980136 |

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6 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Louisiana 0.6%** |  |  |  | **$2014855** |
| Louisiana Local Government Environmental Facilities & Community Development Authority<br> Downsville Community Charter School Project (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-53 | 1000000 | 948684 |
| St. James Parish<br> NuStar Logistics LP Project (A) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;12-01-40 | 1000000 | 1066171 |
| **Maine 0.2%** |  |  |  | **654313** |
| Finance Authority of Maine<br> Casella Waste System, Inc. Project, Series R-3, AMT (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-35 | 650000 | 654313 |
| **Maryland 0.6%** |  |  |  | **2120086** |
| County of Howard<br> Downtown Columbia Project, Series A (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-47 | 750000 | 656133 |
| County of Prince George's<br> Collington Episcopal Life | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-47 | 210000 | 177487 |
| Maryland Economic Development Corp.<br> Morgan St. University Project, Series A | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-58 | 1000000 | 1040758 |
| Maryland Health & Higher Educational Facilities Authority<br> Monocacy Montessori Communities (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-01-43 | 250000 | 245708 |
| **Massachusetts 2.0%** |  |  |  | **6805089** |
| Massachusetts Development Finance Agency<br> Care Communities LLC Obligated Group, Series A-1 (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-60 | 2850000 | 2745263 |
| Massachusetts Development Finance Agency<br> Gingercare Living Issue, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;12-01-60 | 1850000 | 1605469 |
| Massachusetts Development Finance Agency<br> Merrimack College | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-42 | 250000 | 242649 |
| Massachusetts Development Finance Agency<br> Merrimack College Student Housing Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-44 | 500000 | 465244 |
| Massachusetts Development Finance Agency<br> Merrimack College Student Housing Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-54 | 1200000 | 1066043 |
| Massachusetts Development Finance Agency<br> Merrimack College Student Housing Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-60 | 780000 | 680421 |
| **Michigan 1.1%** |  |  |  | **3733414** |
| Michigan Finance Authority<br> Capital Appreciation Tobacco Settlement, Series B-2, Class 2 (B) | &nbsp;&nbsp;6.121 | &nbsp;&nbsp;06-01-65 | 15000000 | 1366107 |
| Michigan Mathematics & Science Initiative<br> Public School Academy | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-41 | 1000000 | 823976 |
| Michigan Mathematics & Science Initiative<br> Public School Academy | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-51 | 1000000 | 735816 |
| Summit Academy<br> North Michigan Public School Academy | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-01-41 | 1000000 | 807515 |
| **Minnesota 0.3%** |  |  |  | **958645** |
| City of Apple Valley<br> PHS Apple Valley Senior Housing, Inc. - Orchard Path Phase III Project, Series A | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-01-65 | 1000000 | 958645 |
| **Mississippi 0.4%** |  |  |  | **1416548** |
| City of Gulfport<br> Memorial Hospital at Gulfport Project | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-50 | 1400000 | 1416548 |
| **Missouri 1.4%** |  |  |  | **4786355** |
| Health & Educational Facilities Authority of the State of Missouri<br> Lutheran Senior Service Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-42 | 1000000 | 968760 |
| Kansas City Industrial Development Authority<br> Historic Northeast Redevelopment Plan, Series A-1 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-46 | 1000000 | 919100 |
| Kansas City Industrial Development Authority<br> Historic Northeast Redevelopment Plan, Series A-1 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-54 | 650000 | 571693 |
| Lee's Summit Industrial Development Authority<br> John Knox Village Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-32 | 500000 | 504369 |
| Lee's Summit Industrial Development Authority<br> John Knox Village Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-15-46 | 1265000 | 1068741 |
| Taney County Industrial Development Authority<br> Big Cedar Infrastructure Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;10-01-49 | 800000 | 753692 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 7

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Montana 0.2%** |  |  |  | **$555850** |
| Montana Facility Finance Authority<br> Montana Children's Home and Hospital | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-50 | 800000 | 555850 |
| **Nevada 0.1%** |  |  |  | **477185** |
| City of Las Vegas Special Improvement District No. 816<br> Summerlin Village 22 | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;06-01-46 | 700000 | 477185 |
| **New Hampshire 3.2%** |  |  |  | **10946074** |
| New Hampshire Business Finance Authority<br> Grand Pines Project (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-39 | 1523000 | 1524149 |
| New Hampshire Business Finance Authority<br> Lariat Phase 2 Project, GO (A)(B) | &nbsp;&nbsp;6.897 | &nbsp;&nbsp;12-15-32 | 2000000 | 1221128 |
| New Hampshire Business Finance Authority<br> Megatel Projects (A)(B) | &nbsp;&nbsp;6.188 | &nbsp;&nbsp;12-15-33 | 3000000 | 1810555 |
| New Hampshire Business Finance Authority<br> Princeton Area Project (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-01-30 | 802000 | 809855 |
| New Hampshire Business Finance Authority<br> Series A (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;07-01-43 | 500000 | 400209 |
| New Hampshire Business Finance Authority<br> Silverado Project (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-28 | 2000000 | 2003737 |
| New Hampshire Business Finance Authority<br> Springpoint Senior Living | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-01-41 | 1000000 | 862162 |
| New Hampshire Business Finance Authority<br> The Wildflower Project (A)(B) | &nbsp;&nbsp;6.073 | &nbsp;&nbsp;12-15-33 | 3800000 | 2314279 |
| **New Jersey 1.1%** |  |  |  | **3802007** |
| New Jersey Economic Development Authority<br> Repauno Port and Rail Terminal Project, AMT (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-01-45 | 3000000 | 3061295 |
| New Jersey Health Care Facilities Financing Authority<br> St. Joseph's Healthcare System | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-48 | 440000 | 356604 |
| The Passaic County Improvement Authority<br> Paterson Charter School for Science & Technology, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-44 | 400000 | 384108 |
| **New York 10.8%** |  |  |  | **37353711** |
| Albany Capital Resource Corp.<br> KIPP Capital Region Public Charter Schools Project | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-44 | 200000 | 178138 |
| Build NYC Resource Corp.<br> Bold Charter School Project (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 1500000 | 1450923 |
| Build NYC Resource Corp.<br> Seton Education Partners Brilla Project, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-01-41 | 1000000 | 837092 |
| Build NYC Resource Corp.<br> Shefa School Project, Series A (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-51 | 250000 | 215746 |
| Build NYC Resource Corp.<br> South Bronx Charter School for International Culture and the Arts Project, Series A (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-53 | 750000 | 752325 |
| City of New York<br> Series G-1, GO (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-01-53 | 20000000 | 20491744 |
| Dutchess County Local Development Corp.<br> Health Quest Systems, Inc., Series B | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-41 | 1550000 | 1400538 |
| Erie Tobacco Asset Securitization Corp.<br> Series A (A)(B) | &nbsp;&nbsp;9.807 | &nbsp;&nbsp;06-01-60 | 15000000 | 554048 |
| Nassau County Tobacco Settlement Corp.<br> Series D (B) | &nbsp;&nbsp;8.659 | &nbsp;&nbsp;06-01-60 | 12000000 | 642133 |
| New York Counties Tobacco Trust IV<br> Series F (B) | &nbsp;&nbsp;9.373 | &nbsp;&nbsp;06-01-60 | 17000000 | 722123 |
| New York Liberty Development Corp.<br> World Trade Center, Class 1-3 (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-15-44 | 850000 | 824422 |
| New York State Environmental Facilities Corp.<br> Casella Waste System, Inc. Project, Series R-2, AMT (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-01-50 | 1000000 | 1020941 |
| New York Transportation Development Corp.<br> Delta Airlines, Inc., Laguardia Airport Terminals C&D Redevelopment, AMT | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-01-45 | 1000000 | 867510 |
| New York Transportation Development Corp.<br> John F. Kennedy International Airport New Terminal One Project, AMT | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-30-59 | 1000000 | 1023279 |
| Niagara Area Development Corp.<br> Covanta Project, Series A, AMT (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;11-01-42 | 500000 | 441335 |

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8 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **New York (continued)** |  |  |  |  |
| Oneida Indian Nation of New York<br> Series A (A) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;09-01-34 | 1000000 | $1018630 |
| Oneida Indian Nation of New York<br> Series B (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;09-01-43 | 250000 | 261231 |
| Riverhead Industrial Development Agency<br> Riverhead Charter School Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-40 | 1885000 | 1880350 |
| Suffolk Regional Off-Track Betting Company | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-01-53 | 500000 | 497829 |
| Westchester County Local Development Corp.<br> The Knolls Project, Series A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-01-55 | 300000 | 225057 |
| Westchester County Local Development Corp.<br> Westchester Medical Center Obligated Group Project (D) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;11-01-51 | 1025000 | 1006790 |
| Westchester County Local Development Corp.<br> Westchester Medical Center Obligated Group Project | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-01-52 | 1000000 | 1041527 |
| **North Carolina 0.4%** |  |  |  | **1552358** |
| North Carolina Medical Care Commission<br> Penick Village Project, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-54 | 1665000 | 1552358 |
| **Ohio 6.1%** |  |  |  | **21125358** |
| Buckeye Tobacco Settlement Financing Authority<br> Series A-2, Class 1 | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-48 | 1770000 | 1179836 |
| Buckeye Tobacco Settlement Financing Authority<br> Series A-2, Class 1 | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-48 | 1550000 | 1247969 |
| Buckeye Tobacco Settlement Financing Authority<br> Series B-2, Class 2 | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-01-55 | 9465000 | 7645158 |
| Buckeye Tobacco Settlement Financing Authority<br> Series B-3, Class 2 (B) | &nbsp;&nbsp;7.856 | &nbsp;&nbsp;06-01-57 | 15000000 | 1312334 |
| County of Lucas<br> Promedica Healthcare, Series A | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;11-15-48 | 2665000 | 2547042 |
| County of Lucas<br> Promedica Healthcare, Series B | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-45 | 950000 | 771755 |
| County of Montgomery<br> Solvita Project | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-01-54 | 1000000 | 982958 |
| Dayton-Montgomery County Port Authority<br> Dayton Regional STEM School, Inc. Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-32 | 375000 | 400033 |
| Dayton-Montgomery County Port Authority<br> Dayton Regional STEM School, Inc. Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-44 | 500000 | 485143 |
| Dayton-Montgomery County Port Authority<br> Dayton Regional STEM School, Inc. Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-60 | 605000 | 554205 |
| Greene County Port Authority<br> Community First Solutions Obligated Group, Series B | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-55 | 1000000 | 899948 |
| Ohio Air Quality Development Authority<br> Pratt Paper LLC Project, AMT (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-15-48 | 1000000 | 879194 |
| Ohio Higher Educational Facility Commission<br> Otterbein University 2022 Project | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-46 | 500000 | 395982 |
| Port of Greater Cincinnati Development Authority<br> RBM Phase 3 Garage Project | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;12-01-55 | 1000000 | 906117 |
| Southeastern Ohio Port Authority<br> Marietta Memorial Hospital | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-35 | 1000000 | 917684 |
| **Oklahoma 0.8%** |  |  |  | **2836520** |
| Oklahoma Development Finance Authority<br> OU Medicine Project, Series B | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-52 | 1000000 | 952148 |
| Tulsa Authority for Economic Opportunity<br> Vast Bank Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-43 | 965000 | 801046 |
| Tulsa Municipal Airport Trust<br> American Airlines, Inc. Project, AMT | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-01-40 | 1000000 | 1083326 |
| **Oregon 0.8%** |  |  |  | **2868466** |
| Oregon State Facilities Authority<br> Redmond Proficiency Academy Project, Series A (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-15-55 | 710000 | 670530 |
| Oregon State Facilities Authority<br> Redmond Proficiency Academy Project, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-65 | 1000000 | 982006 |
| Oregon State Facilities Authority<br> Southern Oregon Goodwill Project, Series A | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-40 | 350000 | 335724 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 9

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Oregon (continued)** |  |  |  |  |
| Salem Hospital Facility Authority<br> Capital Manor Project | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-15-53 | 1000000 | $880206 |
| **Pennsylvania 4.5%** |  |  |  | **15434582** |
| Allentown Commercial and Industrial Development Authority<br> Lincoln Leadership Academy Charter School Project | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-15-38 | 600000 | 611922 |
| Allentown Commercial and Industrial Development Authority<br> Lincoln Leadership Academy Charter School Project | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-53 | 500000 | 503271 |
| Allentown Neighborhood Improvement Zone Development Authority<br> City Center Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-42 | 1450000 | 1416158 |
| Allentown Neighborhood Improvement Zone Development Authority<br> City Center Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-01-32 | 750000 | 802179 |
| Allentown Neighborhood Improvement Zone Development Authority<br> City Center Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-01-42 | 1000000 | 1033128 |
| Beaver County Industrial Development Authority<br> FirstEnergy Generation Project, Series B | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-01-47 | 3030000 | 2376241 |
| Berks County Municipal Authority<br> Tower Health Project, Series A-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-30-39 | 679000 | 607646 |
| Berks County Municipal Authority<br> Tower Health Project, Series A-4 | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-30-39 | 1091000 | 964138 |
| Berks County Municipal Authority<br> Tower Health Project, Series B-2 (0.000% to 11-15-29, then 8.000% thereafter) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-30-44 | 1216000 | 680727 |
| Bucks County Industrial Development Authority<br> Grand View Hospital Project | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-46 | 350000 | 283376 |
| Chester County Industrial Development Authority<br> Collegium Charter School Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;10-15-42 | 650000 | 619218 |
| Lancaster County Hospital Authority<br> Brethren Village Project | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-01-28 | 150000 | 149672 |
| Lancaster Industrial Development Authority<br> Landis Homes Retirement Community Project | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-46 | 1425000 | 1137355 |
| Lancaster Industrial Development Authority<br> Landis Homes Retirement Community Project | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-51 | 1000000 | 757404 |
| Lancaster Municipal Authority<br> Garden Spot Village Project, Series B | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-59 | 560000 | 515222 |
| Lancaster Municipal Authority<br> Luthercare Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-55 | 500000 | 453417 |
| Pennsylvania Economic Development Financing Authority<br> Presbyterian Senior Living Project, Series B-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-49 | 1000000 | 956546 |
| Philadelphia Authority for Industrial Development<br> Discovery Charter School, Inc. Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;04-15-42 | 625000 | 567118 |
| Philadelphia Authority for Industrial Development<br> Philadelphia E&T Charter High School, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-56 | 1400000 | 999844 |
| **Puerto Rico 2.0%** |  |  |  | **7023896** |
| Puerto Rico Commonwealth<br> CW Guarantee Bond Claims, GO (B) | &nbsp;&nbsp;&nbsp;&nbsp;2.560 | &nbsp;&nbsp;11-01-43 | 3302904 | 2072572 |
| Puerto Rico Commonwealth<br> Series A-1, GO | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-41 | 1550000 | 1348056 |
| Puerto Rico Commonwealth<br> Series A-1, GO | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-46 | 1615 | 1333 |
| Puerto Rico Highway & Transportation Authority<br> Teodoro Moscoso Bridge, Series A (B) | &nbsp;&nbsp;10.699 | &nbsp;&nbsp;07-01-26 | 1343000 | 1232538 |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.631 | &nbsp;&nbsp;07-01-46 | 2475000 | 777502 |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.739 | &nbsp;&nbsp;07-01-51 | 3450000 | 799240 |
| Puerto Rico Sales Tax Financing Corp.<br> Sales Tax Revenue, Series A-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.784 | &nbsp;&nbsp;07-01-58 | 900000 | 792655 |
| **South Carolina 1.2%** |  |  |  | **4305727** |
| South Carolina Jobs-Economic Development Authority<br> Beaufort Memorial Hospital & South of Broad Healthcare Project | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-54 | 1375000 | 1376885 |
| South Carolina Jobs-Economic Development Authority<br> Charleston Southern University, Series C | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-01-55 | 1960000 | 1915053 |

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10 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **South Carolina (continued)** |  |  |  |  |
| South Carolina Jobs-Economic Development Authority<br> Last Step Recycling Project, Series A, AMT (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-40 | 1000000 | $110000 |
| South Carolina Jobs-Economic Development Authority<br> Last Step Recycling Project, Series A, AMT (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-51 | 4000000 | 440000 |
| South Carolina Jobs-Economic Development Authority<br> Ocean Collegiate Academy Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-44 | 500000 | 454287 |
| South Carolina Jobs-Economic Development Authority<br> Still Hopes Episcopal Retirement Community | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-37 | 10000 | 9502 |
| **Texas 7.2%** |  |  |  | **24952085** |
| Arlington Higher Education Finance Corp.<br> Basis Texas Charter Schools (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-65 | 1900000 | 1861055 |
| Arlington Higher Education Finance Corp.<br> Magellan International School (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-52 | 1000000 | 974635 |
| Board of Managers Joint Guadalupe County<br> City of Seguin Hospital | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;12-01-45 | 1000000 | 904596 |
| Brazoria County Industrial Development Corp.<br> Aleon Renewable Metals LLC Project, AMT (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-42 | 1874737 | 468684 |
| Brazoria County Industrial Development Corp.<br> Aleon Renewable Metals LLC Project, AMT (A) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;06-01-43 | 937369 | 234342 |
| Brazoria County Industrial Development Corp.<br> Gladieux Metals Recycling LLC Project, AMT (E) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-01-39 | 1255000 | 313750 |
| Brazoria County Industrial Development Corp.<br> Gladieux Metals Recycling LLC Project, AMT (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;03-01-39 | 1900000 | 475000 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-41 | 1000000 | 857745 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-38 | 800000 | 801722 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, Series B, AMT | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-38 | 1850000 | 1930779 |
| City of Houston Airport System Revenue<br> United Airlines, Inc. Terminal Project, Series C, AMT | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-28 | 1100000 | 1122786 |
| City of Pflugerville<br> Meadowlark Preserve Public Improvement District Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;09-01-45 | 500000 | 458376 |
| City of Pflugerville<br> Meadowlark Preserve Public Improvement District Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;09-01-55 | 640000 | 588366 |
| Clifton Higher Education Finance Corp.<br> Valor Education, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-34 | 325000 | 314426 |
| Clifton Higher Education Finance Corp.<br> Valor Education, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;06-15-44 | 575000 | 523038 |
| Clifton Higher Education Finance Corp.<br> Valor Education, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 450000 | 399184 |
| Gulf Coast Industrial Development Authority<br> CITGO Petroleum Corp. Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;04-01-28 | 1000000 | 1001384 |
| Harris County Cultural Education Facilities Finance Corp.<br> Brazos Presbyterian Homes Project | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-37 | 150000 | 150038 |
| Houston Higher Education Finance Corp.<br> Houston Christian University Project | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;10-01-51 | 315000 | 281128 |
| Houston Higher Education Finance Corp.<br> Houston Christian University Project | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-54 | 1145000 | 1031273 |
| New Hope Cultural Education Facilities Finance Corp.<br> Legacy Midtown Park Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-54 | 500000 | 395093 |
| New Hope Cultural Education Facilities Finance Corp.<br> Legacy Midtown Park Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-01-44 | 305000 | 301023 |
| New Hope Cultural Education Facilities Finance Corp.<br> Legacy Midtown Park Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-56 | 200000 | 196298 |
| New Hope Cultural Education Facilities Finance Corp.<br> Sanctuary LTC Project, Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-01-32 | 1150000 | 1165323 |
| New Hope Cultural Education Facilities Finance Corp.<br> Sanctuary LTC Project, Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-01-42 | 1000000 | 907483 |
| New Hope Cultural Education Facilities Finance Corp.<br> Sanctuary LTC Project, Series A-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-01-57 | 1000000 | 853255 |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-35 | 600000 | 603822 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 11

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Texas (continued)** |  |  |  |  |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-45 | 1000000 | $966709 |
| New Hope Cultural Education Facilities Finance Corp.<br> Series A | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-60 | 890000 | 854975 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.750 | &nbsp;&nbsp;01-01-36 | 1000000 | 790944 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.875 | &nbsp;&nbsp;01-01-41 | 500000 | 340574 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-01-35 | 1000000 | 892986 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series A, AMT (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-01-44 | 500000 | 453655 |
| Port of Beaumont Navigation District<br> Jefferson Gulf Coast Energy Project, Series B (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;07-01-26 | 700000 | 704130 |
| San Antonio Education Facilities Corp.<br> Hallmark University Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-51 | 615000 | 444284 |
| Texas Municipal Gas Acquisition & Supply Corp.<br> Series D | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-15-26 | 380000 | 389224 |
| **Utah 1.6%** |  |  |  | **5484577** |
| Mida Cormont Public Infrastructure District<br> Series A-1, GO (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;06-01-55 | 1000000 | 1018310 |
| Mida Cormont Public Infrastructure District<br> Series A-2, GO (0.000% to 6-1-29, then 6.750% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-55 | 1500000 | 1224873 |
| Mida Mountain Village Public Infrastructure District<br> Series 2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-54 | 500000 | 495712 |
| Utah Infrastructure Agency<br> Telecommunication Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;10-15-35 | 300000 | 288451 |
| Wolf Creek Infrastructure Financing District No. 1<br> Wolf Creek Assessment Area No. 1 | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-44 | 2000000 | 1976520 |
| Wood Ranch Public Infrastructure District<br> Assessment Area No. 1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-53 | 500000 | 480711 |
| **Vermont 0.3%** |  |  |  | **1185071** |
| Vermont Economic Development Authority<br> Wake Robin Corp. Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;05-01-45 | 55000 | 43827 |
| Vermont Economic Development Authority<br> Wake Robin Corp. Project, Series A | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-01-47 | 1270000 | 1141244 |
| **Virgin Islands 0.6%** |  |  |  | **1977510** |
| Virgin Islands Public Finance Authority<br> Frenchman's Reef Hotel Development, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-01-53 | 2000000 | 1977510 |
| **Virginia 1.3%** |  |  |  | **4540320** |
| Tobacco Settlement Financing Corp.<br> Series D (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.822 | &nbsp;&nbsp;06-01-47 | 4000000 | 932360 |
| Virginia College Building Authority<br> Regent University Project | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-01-46 | 1755000 | 1456127 |
| Virginia College Building Authority<br> Regent University Project | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-01-50 | 1000000 | 1044295 |
| Virginia Small Business Financing Authority<br> 95 Express Lanes LLC Project, AMT | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-39 | 1210000 | 1107538 |
| **Washington 1.7%** |  |  |  | **5987114** |
| Skagit County Public Hospital District No. 1<br> Skagit Regional Health | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-01-54 | 1000000 | 1008531 |
| Washington State Convention Center Public Facilities District<br> Series B | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;07-01-58 | 1000000 | 598078 |
| Washington State Housing Finance Commission<br> Bayview Manor II Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 1000000 | 963867 |
| Washington State Housing Finance Commission<br> Bayview Manor Project (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-59 | 1500000 | 1446256 |
| Washington State Housing Finance Commission<br> Parkshore Juanita Bay Project, Series A (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-01-59 | 1000000 | 915746 |

---

12 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Washington (continued)** |  |  |  |  |
| Washington State Housing Finance Commission<br> Seattle Academy of Arts and Sciences Project (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-59 | 1000000 | $1054636 |
| **West Virginia 0.5%** |  |  |  | **1578065** |
| County of Ohio<br> The Highlands Project | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-01-53 | 1680000 | 1578065 |
| **Wisconsin 11.5%** |  |  |  | **39804610** |
| Public Finance Authority<br> A Challenge Foundation Academy (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-01-58 | 1030000 | 1033600 |
| Public Finance Authority<br> Air Cargo Facilities Project, AMT | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-38 | 250000 | 260976 |
| Public Finance Authority<br> Alpha Ranch Project, GO (A)(B) | &nbsp;&nbsp;6.097 | &nbsp;&nbsp;12-15-38 | 2065000 | 929744 |
| Public Finance Authority<br> Campus Real Estate Holding Corp. LLC Project, Series A | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-55 | 305000 | 295857 |
| Public Finance Authority<br> Cincinnati Classical Academy, Series A (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-54 | 400000 | 376101 |
| Public Finance Authority<br> Cincinnati Classical Academy, Series A (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-64 | 1000000 | 938701 |
| Public Finance Authority<br> College Achieve Paterson Charter School (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-42 | 1000000 | 821305 |
| Public Finance Authority<br> Cornerstone Charter Academy Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-54 | 555000 | 507617 |
| Public Finance Authority<br> Cornerstone Charter Academy Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-64 | 1255000 | 1117863 |
| Public Finance Authority<br> Founders Academy of Las Vegas Project, Series A (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-01-53 | 250000 | 254771 |
| Public Finance Authority<br> Friends Homes, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-01-54 | 1000000 | 870141 |
| Public Finance Authority<br> Gardner-Webb University (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-31 | 1000000 | 986374 |
| Public Finance Authority<br> Georgia SR 400 Express Lanes Project, AMT | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;12-31-65 | 4000000 | 4207126 |
| Public Finance Authority<br> Heritage Bend Project (A)(B) | &nbsp;&nbsp;7.306 | &nbsp;&nbsp;12-15-42 | 9500000 | 2757461 |
| Public Finance Authority<br> Mary's Woods at Marylhurst Project, Series A (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-52 | 1000000 | 883806 |
| Public Finance Authority<br> McLemore Hotel (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-01-56 | 1000000 | 730000 |
| Public Finance Authority<br> Midtown Project (A)(B) | &nbsp;&nbsp;5.980 | &nbsp;&nbsp;12-15-34 | 2150000 | 1243670 |
| Public Finance Authority<br> Million Air Three LLC General Aviation Facilities Project, Series A, AMT (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;09-01-30 | 500000 | 524183 |
| Public Finance Authority<br> Million Air Three LLC General Aviation Facilities Project, Series A, AMT (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-01-46 | 700000 | 704116 |
| Public Finance Authority<br> Northspur Project (A)(B) | &nbsp;&nbsp;6.343 | &nbsp;&nbsp;12-15-32 | 3000000 | 1903540 |
| Public Finance Authority<br> Quality Education Academy Project, Series A (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-15-63 | 500000 | 510105 |
| Public Finance Authority<br> Revolution Academy, Series A (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-53 | 1000000 | 1001935 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-42 | 490000 | 407961 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-42 | 10000 | 10573 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-52 | 780000 | 584246 |
| Public Finance Authority<br> Roseman University of Health Sciences Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-52 | 20000 | 21146 |
| Public Finance Authority<br> Shining Rock Classical Academy | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-52 | 2000000 | 1690437 |
| Public Finance Authority<br> Sky Harbor Capital LLC, AMT | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;07-01-54 | 2000000 | 1538474 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 13

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Wisconsin (continued)** |  |  |  |  |
| Public Finance Authority<br> Southminster, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-01-53 | 225000 | $198635 |
| Public Finance Authority<br> Town of Scarborough - The Downs Project | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-39 | 1550000 | 1498340 |
| Public Finance Authority<br> Two Step Project (A)(B) | &nbsp;&nbsp;6.087 | &nbsp;&nbsp;12-15-34 | 2550000 | 1461027 |
| Public Finance Authority<br> University of Hawaii Foundation Project (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-01-61 | 500000 | 352036 |
| Public Finance Authority<br> University of Hawaii Foundation Project (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-01-61 | 250000 | 197535 |
| Public Finance Authority<br> Viticus Group Project, Series A (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-41 | 1500000 | 1227213 |
| Public Finance Authority<br> Viticus Group Project, Series A (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-01-51 | 500000 | 372003 |
| Wisconsin Health & Educational Facilities Authority<br> Cedar Crest, Inc., Series A | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-01-57 | 900000 | 734282 |
| Wisconsin Health & Educational Facilities Authority<br> Chiara Housing and Services, Inc. Project | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;07-01-60 | 1850000 | 1773061 |
| Wisconsin Health & Educational Facilities Authority<br> Chiara Housing and Services, Inc. Project | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-01-60 | 1500000 | 1520788 |
| Wisconsin Health & Educational Facilities Authority<br> Dickson Hollow Phase II Project | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-01-59 | 1000000 | 999880 |
| Wisconsin Health & Educational Facilities Authority<br> Hope Christian Schools | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-51 | 750000 | 467827 |
| Wisconsin Health & Educational Facilities Authority<br> Hope Christian Schools | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;12-01-56 | 1500000 | 898341 |
| Wisconsin Health & Educational Facilities Authority<br> Three Pillars Senior Living Communities, Series A | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-59 | 1000000 | 991813 |
| **Corporate bonds 0.1%** |  |  |  | **$240383** |
| (Cost $1,663,684) |  |  |  |  |
| **Materials 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;**240383** |
| **Paper and forest products 0.1%** |  |  |  |  |
| Domtar Corp. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-01-28 | 281000 | &nbsp;&nbsp;&nbsp;&nbsp;240383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.0%** |  |  | **$70463** |
| (Cost $70,461) |  |  |  |
| **Short-term funds 0.0%** |  |  |  |
| John Hancock Collateral Trust (F) | &nbsp;&nbsp;4.1996(G) | 7044 | 70463 |
| **Total investments (Cost $403,274,215) 111.2%** | **Total investments (Cost $403,274,215) 111.2%** |  | **$384391829** |
| **Other assets and liabilities, net (11.2%)** |  |  | **(38592419)** |
| **Total net assets 100.0%** |  |  | **$345799410** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| AMT | Interest earned from these securities may be considered a tax preference item for purpose of the Federal Alternative Minimum Tax. |
| GO | General Obligation |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $150,879,380 or 43.6% of the fund's net assets as of 8-31-25. |
| (B) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (C) | All or a portion of this security represents the municipal bond held by a trust that issues residual inverse floating rate interests. |
| (D) | Bond is insured by one or more of the companies listed in the insurance coverage table below. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
| (G) | The rate shown is the annualized seven-day yield as of 8-31-25. |

---

---

| | |
|:---|:---|
| **Insurance coverage** | &nbsp;&nbsp;**As a % of total<br> investments** |
| Assured Guaranty Corp. | &nbsp;&nbsp;&nbsp;1.1 |
| **TOTAL** | &nbsp;&nbsp;**1.1** |

---

14 JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

The fund had the following sector composition as a percentage of total investments on 8-31-25:

---

| | |
|:---|:---|
| **General obligation bonds** | &nbsp;&nbsp;&nbsp;**11.4%** |
| **Revenue bonds** | &nbsp;&nbsp;&nbsp;**88.5%** |
| Health care | &nbsp;&nbsp;&nbsp;&nbsp;21.7% |
| Education | &nbsp;&nbsp;&nbsp;&nbsp;18.7% |
| Development | &nbsp;&nbsp;&nbsp;&nbsp;14.3% |
| Other revenue | &nbsp;&nbsp;&nbsp;&nbsp;10.6% |
| Airport | &nbsp;&nbsp;&nbsp;&nbsp;8.5% |
| Tobacco | &nbsp;&nbsp;&nbsp;&nbsp;5.9% |
| Transportation | &nbsp;&nbsp;&nbsp;&nbsp;3.3% |
| Housing | &nbsp;&nbsp;&nbsp;&nbsp;3.2% |
| Pollution | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Facilities | &nbsp;&nbsp;&nbsp;&nbsp;0.8% |
| Water and sewer | &nbsp;&nbsp;&nbsp;&nbsp;0.4% |
| **Corporate bonds** | &nbsp;&nbsp;&nbsp;&nbsp;**0.1%** |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD MUNICIPAL BOND FUND \| QUARTERLY REPORT 15

------

Notes to Fund's investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC, the fund's valuation designee.**

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of August 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 8-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | **$384080983** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $384080983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**240383** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70463** | $70463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$384391829** | **$70463** | **$384321366** | **—** |

---

**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 7044 | $1819147 | $30127613 | $(31875810) | $(489) | $2 | $50339 |  | $70463 |

---

For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

---

| | |
|:---|:---|
| 16 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Municipal Securities Trust

- **b. Investment Company Act file number:** 811-05968

- **c. CIK number of Registrant:** 0000857769

- **d. LEI of Registrant:** 5493008ZYLKE3XZXD331

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** High Yield Municipal Bond Fund

- **b. EDGAR series identifier (if any):** S000000651

- **c. LEI of Series:** 549300XENWSHWFK5TX76

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $391490137.22

**Total Liabilities:** $47376794.56

**Net Assets:** $344113342.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -166.876676000000 | **1-Year:** -3925.491293000000 | **5-Year:** -15789.410865000000 | **10-Year:** -70245.169448000000 | **30-Year:** -46545.705933000000

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

- **3-Month:** -433.344809000000 | **1-Year:** -7984.499082000000 | **5-Year:** -33276.225210000000 | **10-Year:** -97200.935111000000 | **30-Year:** -48667.202985000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001874 | 0.27%                | -1.36%               | -0.17%               |
| Class ID C000001876 | 0.21%                | -1.42%               | -0.23%               |
| Class ID C000178765 | 0.29%                | -1.34%               | -0.15%               |
| Class ID C000193018 | 0.29%                | -1.48%               | 0.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-75392.63               | $-533473.14                                |
| Month 2  | $-577851.96              | $-5903082.93                               |
| Month 3  | $-1137692.42             | $-813720.12                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CALIFORNIA PUBLIC FINANCE AUTH CASEDU 07/54 FIXED 5                                | CALIFORNIA PUBLIC FINANCE AUTH CASEDU 07/54 FIXED 5           | CUSIP: 13057KAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $531467.82    | 0.15%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCHOOL FINANCE AUTH CASSCD 06/62 FIXED OID 6.5                          | CALIFORNIA SCHOOL FINANCE AUTH CASSCD 06/62 FIXED OID 6.5     | CUSIP: 13058TRN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018100.60   | 0.30%             | 2062-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA SCHOOL FINANCE AUTH CASHGR 11/31 FIXED 4                                | CALIFORNIA SCHOOL FINANCE AUTH CASHGR 11/31 FIXED 4           | CUSIP: 13059AAA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $746119.73    | 0.22%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Statewide Financing Authority                                           | CALIFORNIA STATEWIDE FINANCING CASGEN 06/55 ZEROCPNOID 0      | CUSIP: 130923BP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $548832.00    | 0.16%             | 2055-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED OID 3.125                        | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED OID 3.125   | CUSIP: 126292BW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $612890.80    | 0.18%             | 2056-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| California Community College Financing Authority                                   | CALIFORNIA COMMUNITY COLLEGE F CASHGR 07/60 FIXED OID 5.75    | CUSIP: 13012TAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $408709.25    | 0.12%             | 2060-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/38 FIXED OID 6.625                        | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/38 FIXED OID 6.625   | CUSIP: 4423485T1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $801721.76    | 0.23%             | 2038-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/28 FIXED 5                                | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/28 FIXED 5           | CUSIP: 4423487W2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1122785.95   | 0.33%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dayton-Montgomery County Port Authority                                            | DAYTON-MONTGOMERY COUNTY PORT DAYTRN 12/44 FIXED 5            | CUSIP: 23981MBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485142.50    | 0.14%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dayton-Montgomery County Port Authority                                            | DAYTON MONTGOMERY CNTY OH PORT DAYTON-MONTGOMERY-REV          | CUSIP: 23981MBG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $554204.68    | 0.16%             | 2060-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELAWARE STATE ECONOMIC DEVELO DESEDU 06/32 FIXED 3                                | DELAWARE STATE ECONOMIC DEVELO DESEDU 06/32 FIXED 3           | CUSIP: 246372BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $406944.00    | 0.12%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELAWARE STATE ECONOMIC DEVELO DESEDU 06/42 FIXED 4                                | DELAWARE STATE ECONOMIC DEVELO DESEDU 06/42 FIXED 4           | CUSIP: 246372BB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $315862.52    | 0.09%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dutchess County Local Development Corporation                                      | DUTCHESS COUNTY LOCAL DEVELOPM DUTDEV 07/41 FIXED 4           | CUSIP: 267045GW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1400538.46   | 0.41%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erie Tobacco Asset Securitization Corp                                             | ERIE TOBACCO ASSET SECURITIZAT ERIGEN 06/60 ZEROCPNOID 0      | CUSIP: 295095BM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $554047.50    | 0.16%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Escambia County Health Facilities Authority                                        | ESCAMBIA COUNTY HEALTH FACILIT ESCMED 08/50 FIXED 4           | CUSIP: 296110GF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1310063.82   | 0.38%             | 2050-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDDLERS BUSINESS IMPROVEMENT FIDDEV 12/47 FIXED 5.55                              | FIDDLERS BUSINESS IMPROVEMENT FIDDEV 12/47 FIXED 5.55         | CUSIP: 315730AX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1242658.84   | 0.36%             | 2047-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation                                            | FLORIDA DEVELOPMENT FINANCE CO FLSDEV 07/57 FIXED 5           | CUSIP: 34061UJU3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    670000 | PA      | $597455.15    | 0.17%             | 2057-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 06/48 FIXED 5                                | FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 06/48 FIXED 5           | CUSIP: 34073TKX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $618574.88    | 0.18%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Local Government Finance Commission                                        | FLORIDA LOCAL GOVERNMENT FINAN FLSEDU 06/45 FIXED 6           | CUSIP: 34077EAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1997910.00   | 0.58%             | 2045-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Local Government Finance Commission                                        | FLORIDA LOCAL GOVERNMENT FINAN FLSFAC 11/55 FIXED OID 6.75    | CUSIP: 34077UAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2007744.40   | 0.58%             | 2055-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The City Of Glendale Arizona               | GLENDALE INDUSTRIAL DEVELOPMEN GLEDEV 05/41 FIXED 5           | CUSIP: 378287AZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919686.70    | 0.27%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The City Of Glendale Arizona               | GLENDALE INDUSTRIAL DEVELOPMEN GLEDEV 05/56 FIXED 5           | CUSIP: 378287BA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1047708.20   | 0.30%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLD HILL MESA METROPOLITAN DI GHMFAC 12/39 FIXED 7                                | GOLD HILL MESA METROPOLITAN DI GHMFAC 12/39 FIXED 7           | CUSIP: 38060PAP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003031.30   | 0.29%             | 2039-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                    | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/66 ZEROCPNOID 0      | CUSIP: 38122NB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7850000 | PA      | $728472.94    | 0.21%             | 2066-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                    | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/41 FIXED 3.714       | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1147530.90   | 0.33%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GREAT POND IMPROVEMENT DISTRIC GPODEV 10/48 FIXED 4.75                             | GREAT POND IMPROVEMENT DISTRIC GPODEV 10/48 FIXED 4.75        | CUSIP: 39119YAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $857980.15    | 0.25%             | 2048-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREENE COUNTY PORT AUTHORITY GREDEV 05/55 FIXED 5                                  | GREENE COUNTY PORT AUTHORITY GREDEV 05/55 FIXED 5             | CUSIP: 39465WAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $899948.10    | 0.26%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gulf Coast Industrial Development Authority                                        | GULF COAST INDUSTRIAL DEVELOPM GULPOL 04/28 FIXED 8           | CUSIP: 40220MAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001384.40   | 0.29%             | 2028-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hamden Town of                                                                     | TOWN OF HAMDEN CT HAM 01/50 FIXED 5                           | CUSIP: 4067927Y1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $1719091.22   | 0.50%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harris County Cultural Education Facilities Finance Corporation                    | HARRIS COUNTY CULTURAL EDUCATI HAREDU 01/37 FIXED 5           | CUSIP: 414009LD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150037.50    | 0.04%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pflugerville City of                                                               | CITY OF PFLUGERVILLE TX PFLGEN 09/55 FIXED OID 5.375          | CUSIP: 71710FAC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    640000 | PA      | $588365.76    | 0.17%             | 2055-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIDDLETON CDD FL SPL ASMNT REV MIDDLETON CDD A-REV                                 | MIDDLETON CDD FL SPL ASMNT REV MIDDLETON CDD A-REV            | CUSIP: 596681AJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $501612.93    | 0.15%             | 2044-05-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/55 FIXED 4.75                             | MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/55 FIXED 4.75        | CUSIP: 596681AK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $176318.08    | 0.05%             | 2055-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Health and Educational Facilities Authority of the State of Missouri               | HEALTH and EDUCATIONAL FACILITIE MOSMED 02/42 FIXED 5         | CUSIP: 60635H2S7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $968760.20    | 0.28%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOBILE COUNTY INDUSTRIAL DEVEL MOBPOL 06/54 FIXED 5                                | MOBILE COUNTY INDUSTRIAL DEVEL MOBPOL 06/54 FIXED 5           | CUSIP: 60733UAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2715883.80   | 0.79%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montana Facility Finance Authority                                                 | MONTANA FACILITY FINANCE AUTHO MTSMED 07/50 FIXED 4           | CUSIP: 612043LN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $555849.52    | 0.16%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK COUNTIES TOBACCO TRUS NYSGEN 06/60 ZEROCPNOID 0                           | NEW YORK COUNTIES TOBACCO TRUS NYSGEN 06/60 ZEROCPNOID 0      | CUSIP: 62947YAK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17000000 | PA      | $722122.60    | 0.21%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nassau County Tobacco Settlement Corporation                                       | NASSAU COUNTY TOBACCO SETTLEME NAS 06/60 ZEROCPNOID 0         | CUSIP: 63166MCE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $642133.20    | 0.19%             | 2060-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFADEV 07/43 FIXED 3.625       | CUSIP: 63607YAH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $400208.75    | 0.12%             | 2043-07-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFADEV 01/41 FIXED 4           | CUSIP: 63608SAL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $862162.10    | 0.25%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/28 FIXED 5           | CUSIP: 63608TAF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2003736.60   | 0.58%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/33 ZEROCPNOID 0      | CUSIP: 63608TAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1810554.60   | 0.53%             | 2033-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/30 FIXED 5.5         | CUSIP: 63608TAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    802000 | PA      | $809854.63    | 0.24%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/33 ZEROCPNOID 0      | CUSIP: 63608TAV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $2314279.04   | 0.67%             | 2033-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 06/39 FIXED 5.625       | CUSIP: 63608TAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1523000 | PA      | $1524148.95   | 0.44%             | 2039-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                           | NEW HAMPSHIRE BUSINESS FINANCE NFAGEN 12/32 ZEROCPNOID 0      | CUSIP: 63608TAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1221127.80   | 0.35%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/32 FIXED 5                                | NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/32 FIXED 5           | CUSIP: 64542PGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1165323.41   | 0.34%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/45 FIXED 6.25                             | NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/45 FIXED 6.25        | CUSIP: 64542UHE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $966709.30    | 0.28%             | 2045-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/60 FIXED 6.5                              | NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/60 FIXED 6.5         | CUSIP: 64542UHG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $854974.67    | 0.25%             | 2060-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/44 FIXED 6.75                             | NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/44 FIXED 6.75        | CUSIP: 64542UHM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $301023.26    | 0.09%             | 2044-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/56 FIXED OID 7.125                        | NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/56 FIXED OID 7.125   | CUSIP: 64542UHN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $196297.50    | 0.06%             | 2056-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                          | NEW JERSEY ECONOMIC DEVELOPMEN NJSDEV 01/45 FIXED OID 6.625   | CUSIP: 64578TAB0<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3061295.40   | 0.89%             | 2045-01-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                              | NEW JERSEY HEALTH CARE FACILIT NJSMED 07/48 FIXED 4           | CUSIP: 645790CB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $356604.47    | 0.10%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Liberty Development Corporation                                           | NEW YORK LIBERTY DEVELOPMENT C NYCDEV 11/44 FIXED 5           | CUSIP: 649519DA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $824421.63    | 0.24%             | 2044-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Environmental Facilities Corporation                                | NEW YORK STATE ENVIRONMENTAL F NYSENV 09/50 ADJUSTABLE VAR    | CUSIP: 649852AT7<br>LEI: 549300QJ33JJW73OQO60 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020940.70   | 0.30%             | 2050-09-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                    | NEW YORK TRANSPORTATION DEVELO NYTTRN 10/45 FIXED OID 4.375   | CUSIP: 650116DA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $867510.40    | 0.25%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corporation                                    | NEW YORK TRANSPORTATION DEVELO NYTTRN 06/59 FIXED 6           | CUSIP: 650116JQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023279.10   | 0.30%             | 2059-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA AREA DEVELOPMENT CORP NIAPOL 11/42 FIXED 4.75                              | NIAGARA AREA DEVELOPMENT CORP NIAPOL 11/42 FIXED 4.75         | CUSIP: 653542AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $441334.55    | 0.13%             | 2042-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| North Carolina Medical Care Commission                                             | NORTH CAROLINA MEDICAL CARE CO NCSMED 09/54 FIXED 5.5         | CUSIP: 65820YTP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1552357.59   | 0.45%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Tobacco Securitization Corporation                                        | NORTHERN TOBACCO SECURITIZATIO NRTFAC 06/50 FIXED 4           | CUSIP: 66585VBY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1207512.90   | 0.35%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Air Quality Development Authority                                             | OHIO AIR QUALITY DEVELOPMENT A OHSDEV 01/48 FIXED 4.5         | CUSIP: 67754AAE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $879194.40    | 0.26%             | 2048-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ohio Higher Educational Facility Commission                                        | OHIO HIGHER EDUCATIONAL FACILI OHSEDU 12/46 FIXED 4           | CUSIP: 67756DB54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $395981.55    | 0.12%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                             | OKLAHOMA DEVELOPMENT FINANCE A OKSMED 08/52 FIXED 5.5         | CUSIP: 67884XCK1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $952147.60    | 0.28%             | 2052-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oneida Indian Nation                                                               | ONEIDA INDIAN NATION OF NEW YO ONEFAC 09/34 FIXED OID 7.25    | CUSIP: 682504AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018629.90   | 0.30%             | 2034-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK PLACE SOUTH METRO ORCDEV 12/54 FIXED 6                                | ORCHARD PARK PLACE SOUTH METRO ORCDEV 12/54 FIXED 6           | CUSIP: 685655AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1775000 | PA      | $1675307.30   | 0.49%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OREGON STATE FACILITIES AUTHOR ORSFAC 06/55 FIXED OID 5.625                        | OREGON STATE FACILITIES AUTHOR ORSFAC 06/55 FIXED OID 5.625   | CUSIP: 68607AAQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $670529.54    | 0.19%             | 2055-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OREGON STATE FACILITIES AUTHOR ORSFAC 06/65 FIXED 6                                | OREGON STATE FACILITIES AUTHOR ORSFAC 06/65 FIXED 6           | CUSIP: 68607AAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $982005.80    | 0.29%             | 2065-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OREGON STATE FACILITIES AUTHOR ORSFAC 12/40 FIXED 5                                | OREGON STATE FACILITIES AUTHOR ORSFAC 12/40 FIXED 5           | CUSIP: 68608JZP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $335723.96    | 0.10%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF OROVILLE CA OROMED 04/54 FIXED 5.25                                        | CITY OF OROVILLE CA OROMED 04/54 FIXED 5.25                   | CUSIP: 687241AM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $541667.08    | 0.16%             | 2054-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PALM BEACH COUNTY HEALTH FACIL PALMED 06/55 FIXED 5                                | PALM BEACH COUNTY HEALTH FACIL PALMED 06/55 FIXED 5           | CUSIP: 696507UT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $129715.16    | 0.04%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palm Desert City of                                                                | CITY OF PALM DESERT CA PDTGEN 09/49 FIXED 5                   | CUSIP: 696627EW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $576689.08    | 0.17%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domtar Corporation                                                                 | DOMTAR CORP SR SECURED 144A 10/28 6.75                        | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    281000 | PA      | $240383.19    | 0.07%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pflugerville City of                                                               | CITY OF PFLUGERVILLE TX PFLGEN 09/45 FIXED OID 5.125          | CUSIP: 71710FAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $458376.30    | 0.13%             | 2045-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/42 FIXED 5.25                             | NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/42 FIXED 5.25        | CUSIP: 64542PGB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $907483.20    | 0.26%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/57 FIXED 5.5                              | NEW HOPE CULTURAL EDUCATION FA NHPFAC 01/57 FIXED 5.5         | CUSIP: 64542PGC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $853255.10    | 0.25%             | 2057-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/54 FIXED OID 5.5                          | NEW HOPE CULTURAL EDUCATION FA NHPFAC 07/54 FIXED OID 5.5     | CUSIP: 64542UDY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $395092.65    | 0.11%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/35 FIXED 5.5                              | NEW HOPE CULTURAL EDUCATION FA NHPFAC 10/35 FIXED 5.5         | CUSIP: 64542UHD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $603822.06    | 0.18%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Valley City of                                                               | CITY OF APPLE VALLEY MN APPHSG 09/65 FIXED OID 5.625          | CUSIP: 03800RBL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $958644.70    | 0.28%             | 2065-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Berks County Municipal Authority                                               | BERKS COUNTY MUNICIPAL AUTHORI BERFAC 06/39 FIXED 5           | CUSIP: 084538JH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    679000 | PA      | $607646.06    | 0.18%             | 2039-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Berks County Municipal Authority                                               | BERKS COUNTY MUNICIPAL AUTHORI BERFAC 06/39 FIXED 7           | CUSIP: 084538JJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1091000 | PA      | $964137.76    | 0.28%             | 2039-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Berks County Municipal Authority                                               | BERKS COUNTY MUNICIPAL AUTHORI BERFAC 06/44 INT APROID VAR    | CUSIP: 084538JL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1216000 | PA      | $680727.26    | 0.20%             | 2044-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Board of Managers Joint Guadalupe County - City of Seguin Hospital                 | BOARD OF MANAGERS JOINT GUADAL BORMED 12/45 FIXED OID 5       | CUSIP: 09659MAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $904595.50    | 0.26%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/41 FIXED 4                                | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/41 FIXED 4           | CUSIP: 442349GA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $857745.00    | 0.25%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/38 FIXED 5.5                              | CITY OF HOUSTON TX AIRPORT SYS HOUAPT 07/38 FIXED 5.5         | CUSIP: 442349HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1930778.77   | 0.56%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaweah Delta Health Care District Guild                                            | KAWEAH DELTA HEALTH CARE DISTR KAWMED 06/37 FIXED 4           | CUSIP: 486375GZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9000.40      | 0.00%             | 2037-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lake County of                                                                     | COUNTY OF LAKE FL LAKEDU 01/49 FIXED 5                        | CUSIP: 50825CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $770602.57    | 0.22%             | 2049-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority                                                | LANCASTER COUNTY HOSPITAL AUTH LANMED 07/28 FIXED 4.25        | CUSIP: 514045R70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $149672.09    | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lancaster County Hospital Authority                                                | LANCASTER COUNTY HOSPITAL AUTH LANMED 07/37 FIXED 5.125       | CUSIP: 514045S46<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1035000 | PA      | $1002097.25   | 0.29%             | 2037-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lancaster Industrial Development Authority                                         | LANCASTER INDUSTRIAL DEVELOPME LANMED 07/46 FIXED 4           | CUSIP: 51434NAR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1137355.49   | 0.33%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lancaster Industrial Development Authority                                         | LANCASTER INDUSTRIAL DEVELOPME LANMED 07/51 FIXED 4           | CUSIP: 51434NAS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $757403.60    | 0.22%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lancaster Municipal Authority                                                      | LANCASTER MUNICIPAL AUTHORITY LANMED 05/59 FIXED 5            | CUSIP: 514350AP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $515221.90    | 0.15%             | 2059-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lancaster Municipal Authority                                                      | LANCASTER MUNICIPAL AUTHORITY LANMED 12/55 FIXED 5            | CUSIP: 514350AS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $453417.25    | 0.13%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF LAS VEGAS NV SPECIAL I LASGEN 06/46 FIXED 3.125                            | CITY OF LAS VEGAS NV SPECIAL I LASGEN 06/46 FIXED 3.125       | CUSIP: 51779AAP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $477184.75    | 0.14%             | 2046-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/46 FIXED 5                                | LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/46 FIXED 5           | CUSIP: 524292AR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1068741.45   | 0.31%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/32 FIXED 5                                | LEES SUMMIT INDUSTRIAL DEVELOP LEEFAC 08/32 FIXED 5           | CUSIP: 524292BE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $504368.70    | 0.15%             | 2032-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Village of Lincolnwood Illinois                                                    | VILLAGE OF LINCOLNWOOD IL LWDGEN 01/41 FIXED 4.82             | CUSIP: 53509AAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1428550.80   | 0.42%             | 2041-01-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Village of Lincolnwood Illinois                                                    | VILLAGE OF LINCOLNWOOD IL LWDGEN 12/43 FIXED 5.75             | CUSIP: 53509AAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1180637.28   | 0.34%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities and Community Development Auth | LOUISIANA LOCAL GOVERNMENT ENV LASFAC 06/53 FIXED OID 6.375   | CUSIP: 54628CG55<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $948683.80    | 0.28%             | 2053-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lucas County of                                                                    | COUNTY OF LUCAS OH LUCMED 11/45 FIXED OID 4                   | CUSIP: 549310VL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $771755.30    | 0.22%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lucas County of                                                                    | COUNTY OF LUCAS OH LUCMED 11/48 FIXED 5.25                    | CUSIP: 549310WE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2547042.30   | 0.74%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finance Authority of Maine                                                         | FINANCE AUTHORITY OF MAINE MESPOL 08/35 FIXED 5               | CUSIP: 56042CAZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $654313.27    | 0.19%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The County Of Maricopa                     | MARICOPA COUNTY INDUSTRIAL DEV MARHGR 07/53 FIXED 6.25        | CUSIP: 56678RAP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $473245.98    | 0.14%             | 2053-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The County Of Maricopa                     | MARICOPA COUNTY INDUSTRIAL DEV MAREDU 07/52 FIXED 6           | CUSIP: 56681NCW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $375286.61    | 0.11%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority Of The County Of Maricopa                     | MARICOPA COUNTY INDUSTRIAL DEV MAREDU 07/61 FIXED 4           | CUSIP: 56681NGM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $695609.00    | 0.20%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Arizona Pollution Control Corporation                              | MARICOPA COUNTY POLLUTION CONT MARPOL 08/42 FIXED 4.5         | CUSIP: 566854EA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $935812.40    | 0.27%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corporation                                          | MARYLAND ECONOMIC DEVELOPMENT MDSDEV 07/58 FIXED OID 6        | CUSIP: 57420VSP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040758.20   | 0.30%             | 2058-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/54 FIXED OID 5       | CUSIP: 57585BBT4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1066043.28   | 0.31%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Montgomery County of                                                               | MONTGOMERY CNTY OH HLTH CARE F MONTGOMERY CO-REF              | CUSIP: 613518DJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $982958.20    | 0.29%             | 2054-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ohio County of                                                                     | COUNTY OF OHIO WV OHSDEV 06/53 FIXED 5.25                     | CUSIP: 677321BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1578065.16   | 0.46%             | 2053-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oneida Indian Nation                                                               | ONEIDA INDIAN NATION OF NEW YO ONEFAC 09/43 FIXED 6           | CUSIP: 682504AC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $261230.53    | 0.08%             | 2043-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PINERY COMMERCIAL METROPOLITAN PRYDEV 12/54 FIXED 5.75                             | PINERY COMMERCIAL METROPOLITAN PRYDEV 12/54 FIXED 5.75        | CUSIP: 72330FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $475069.55    | 0.14%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLATTE RIVER METROPOLITAN DIST PLTDEV 08/53 FIXED OID 6.5                          | PLATTE RIVER METROPOLITAN DIST PLTDEV 08/53 FIXED OID 6.5     | CUSIP: 727810AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    414000 | PA      | $408561.03    | 0.12%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polk County Industrial Development Authority                                       | POLK COUNTY INDUSTRIAL DEVELOP POKDEV 01/33 FIXED 5.875       | CUSIP: 731120NQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $522500.00    | 0.15%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pompano Beach City of                                                              | CITY OF POMPANO BEACH FL POMGEN 09/56 FIXED 4                 | CUSIP: 732203BJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $665560.89    | 0.19%             | 2056-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/35 FIXED 3.625       | CUSIP: 73360CAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $892986.10    | 0.26%             | 2035-01-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/36 FIXED 2.75        | CUSIP: 73360CAL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $790944.20    | 0.23%             | 2036-01-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/41 FIXED 2.875       | CUSIP: 73360CAM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $340574.00    | 0.10%             | 2041-01-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 01/44 FIXED 5.125       | CUSIP: 73360CAQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $453654.85    | 0.13%             | 2044-01-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District of Jefferson County                           | PORT OF BEAUMONT NAVIGATION DI PTBTRN 07/26 FIXED 10          | CUSIP: 73360CAS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $704129.93    | 0.20%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Port of Greater Cincinnati Development Authority                                   | PORT OF GREATER CINCINNATI DEV PRTDEV 12/55 FIXED OID 5.125   | CUSIP: 73421NAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $906116.60    | 0.26%             | 2055-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PORTICO COMMUNITY DEVELOPMENT PRTDEV 05/31 FIXED 3.2                               | PORTICO COMMUNITY DEVELOPMENT PRTDEV 05/31 FIXED 3.2          | CUSIP: 73641TAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $953183.73    | 0.28%             | 2031-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prince George County of                                                            | COUNTY OF PRINCE GEORGE'S MD PRIDEV 04/47 FIXED 5.25          | CUSIP: 741724CE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $177486.60    | 0.05%             | 2047-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 07/63 FIXED 6.5               | CUSIP: 744396JB9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510105.15    | 0.15%             | 2063-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 07/53 FIXED OID 6.625         | CUSIP: 744396JF0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254771.00    | 0.07%             | 2053-07-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 07/61 FIXED 4                 | CUSIP: 74439YDX6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $352035.85    | 0.10%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 07/61 FIXED 5.25              | CUSIP: 74439YEA5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $197535.35    | 0.06%             | 2061-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 06/55 FIXED OID 5.5           | CUSIP: 74439YGG0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    305000 | PA      | $295857.32    | 0.09%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 06/52 FIXED OID 6             | CUSIP: 74442EJX9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1690436.80   | 0.49%             | 2052-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 07/58 FIXED 7                 | CUSIP: 74442ELG3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1033599.64   | 0.30%             | 2058-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBEDU 10/53 FIXED OID 6.25          | CUSIP: 74442ELK4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001934.70   | 0.29%             | 2053-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 06/56 FIXED 4.5               | CUSIP: 74442PSG1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $730000.00    | 0.21%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/42 FIXED 4                 | CUSIP: 74442PZX6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10572.91     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 06/64 FIXED OID 6             | CUSIP: 74443DLE9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $938700.80    | 0.27%             | 2064-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 05/52 FIXED 5.25              | CUSIP: 74443UBC6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $883805.70    | 0.26%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 10/53 FIXED 5                 | CUSIP: 74444VAH3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    225000 | PA      | $198635.15    | 0.06%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 09/54 FIXED 5                 | CUSIP: 74444VAN0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $870141.00    | 0.25%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/60 FIXED OID 5       | CUSIP: 57585BBU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    780000 | PA      | $680420.83    | 0.20%             | 2060-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 12/60 FIXED OID 5.875   | CUSIP: 57585BCX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1605468.67   | 0.47%             | 2060-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN WASHINGTON AIRPOR METAPT 10/41 INT APROID VAR                         | METROPOLITAN WASHINGTON AIRPOR METAPT 10/41 INT APROID VAR    | CUSIP: 592643BM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3125292.60   | 0.91%             | 2041-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                         | MICHIGAN FINANCE AUTHORITY MISFIN 06/65 ZEROCPNOID 0          | CUSIP: 59447TM26<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  15000000 | PA      | $1366107.00   | 0.40%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/41 FIXED 4                              | MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/41 FIXED 4         | CUSIP: 59457QAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $823975.80    | 0.24%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/51 FIXED 4                              | MICHIGAN MATHEMATICS and SCIENCE MMTEDU 01/51 FIXED 4         | CUSIP: 59457QAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $735815.90    | 0.21%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDA CORMONT PUBLIC INFRASTRUC MCRDEV 06/55 FIXED 6.25                             | MIDA CORMONT PUBLIC INFRASTRUC MCRDEV 06/55 FIXED 6.25        | CUSIP: 59561JAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1018309.50   | 0.30%             | 2055-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDA CORMONT PUBLIC INFRASTRUC MIDA CORMONT PUB-A-2                                | MIDA CORMONT PUBLIC INFRASTRUC MIDA CORMONT PUB-A-2           | CUSIP: 59561JAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1224873.00   | 0.36%             | 2055-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/54 FIXED 6                                | MIDA MOUNTAIN VILLAGE PUBLIC I MMVDEV 06/54 FIXED 6           | CUSIP: 59561UAD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495711.50    | 0.14%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/53 FIXED 6.2                              | MIDDLETON COMMUNITY DEVELOPMEN MDDGEN 05/53 FIXED 6.2         | CUSIP: 596681AE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    995000 | PA      | $1022778.11   | 0.30%             | 2053-05-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                | VIRGINIA COLLEGE BUILDING AUTH VACHGR 06/46 FIXED 4           | CUSIP: 92778FKQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1456127.19   | 0.42%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia College Building Authority                                                | VIRGINIA COLLEGE BUILDING AUTH VACHGR 06/50 FIXED 6           | CUSIP: 92778FLY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044294.80   | 0.30%             | 2050-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                        | VIRGINIA SMALL BUSINESS FINANC VASDEV 07/39 FIXED 4           | CUSIP: 928104PR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1107537.81   | 0.32%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON STATE CONVENTION CE WASFAC 07/58 FIXED 3                                | WASHINGTON STATE CONVENTION CE WASFAC 07/58 FIXED 3           | CUSIP: 93976AEU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $598078.00    | 0.17%             | 2058-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/59 FIXED 6           | CUSIP: 939783U20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1446256.05   | 0.42%             | 2059-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 01/59 FIXED OID 5.875   | CUSIP: 939783U61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $915745.70    | 0.27%             | 2059-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/60 FIXED OID 6       | CUSIP: 939783W93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $963867.40    | 0.28%             | 2060-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                                        | WASHINGTON STATE HOUSING FINAN WASHSG 07/59 FIXED OID 6.25    | CUSIP: 93978LGQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1054636.40   | 0.31%             | 2059-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEST MEADOW METROPOLITAN DISTR WMEDEV 12/38 FIXED OID 6                            | WEST MEADOW METROPOLITAN DISTR WMEDEV 12/38 FIXED OID 6       | CUSIP: 954261AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $505716.80    | 0.15%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 07/55 FIXED 5.125       | CUSIP: 95737TEN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $225057.03    | 0.07%             | 2055-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 11/51 FIXED OID 5       | CUSIP: 95737TFP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1006789.85   | 0.29%             | 2051-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corporation                                   | WESTCHESTER COUNTY LOCAL DEVEL WSTDEV 11/52 FIXED 6.25        | CUSIP: 95737TFQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1041527.40   | 0.30%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 07/60 FIXED 6         | CUSIP: 97671VCQ6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1773061.46   | 0.52%             | 2060-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Houston Higher Education Finance Corp                                              | HOUSTON HIGHER EDUCATION FINAN HOUHGR 10/51 FIXED OID 5.125   | CUSIP: 44237QAH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $281127.67    | 0.08%             | 2051-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Houston Higher Education Finance Corp                                              | HOUSTON HIGHER EDUCATION FINAN HOUHGR 10/54 FIXED OID 5.25    | CUSIP: 44237QAJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1031272.53   | 0.30%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 05/38 FIXED 5.25            | CUSIP: 45204ER59<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1085000 | PA      | $1033479.97   | 0.30%             | 2038-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howard County of                                                                   | COUNTY OF HOWARD MD HOW 02/47 FIXED 4.5                       | CUSIP: 442599AG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $656132.55    | 0.19%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSPOL 09/42 ADJUSTABLE VAR        | CUSIP: 45202HAN3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    750000 | PA      | $817673.03    | 0.24%             | 2042-09-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/45 FIXED 6               | CUSIP: 45204FJ30<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $980526.30    | 0.28%             | 2045-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/50 FIXED 6.125           | CUSIP: 45204FJ48<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $978827.00    | 0.28%             | 2050-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                       | KANSAS CITY INDUSTRIAL DEVELOP KANDEV 06/54 FIXED OID 5       | CUSIP: 48502MAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $571693.01    | 0.17%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINGSTON ONE COMMUNITY DEVELOP KGOGEN 05/45 FIXED OID 5.75                         | KINGSTON ONE COMMUNITY DEVELOP KGOGEN 05/45 FIXED OID 5.75    | CUSIP: 496631AC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1233420.00   | 0.36%             | 2045-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAFFERTY CANYON METROPOLITAN D FLRDEV 12/55 FIXED 5.625                            | LAFFERTY CANYON METROPOLITAN D FLRDEV 12/55 FIXED 5.625       | CUSIP: 50682FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1352478.82   | 0.39%             | 2055-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAKEWOOD RANCH STEWARDSHIP DIS LKRGEN 05/51 FIXED 4                                | LAKEWOOD RANCH STEWARDSHIP DIS LKRGEN 05/51 FIXED 4           | CUSIP: 51265KEW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $718204.50    | 0.21%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 06/57 FIXED OID 5.5         | CUSIP: 45204FQP3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1062918.25   | 0.31%             | 2057-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 08/38 FIXED OID 5.25        | CUSIP: 45204FUC7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516333.55    | 0.15%             | 2038-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority                                                         | ILLINOIS FINANCE AUTHORITY ILSGEN 10/49 FIXED OID 5           | CUSIP: 45204FYV1<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    550000 | PA      | $494044.32    | 0.14%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSGEN 03/39 FIXED OID 7            | CUSIP: 45470DAA5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   2830000 | PA      | $141500.00    | 0.04%             | 2039-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/42 FIXED 4                 | CUSIP: 74442PA21<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    490000 | PA      | $407960.92    | 0.12%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/52 FIXED 4                 | CUSIP: 74442PA39<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    780000 | PA      | $584246.13    | 0.17%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSFIN 09/44 FIXED 5.5              | CUSIP: 45471AUT7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1427874.18   | 0.41%             | 2044-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INDHSG 06/64 FIXED OID 5.375        | CUSIP: 45471FAH4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $958374.80    | 0.28%             | 2064-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/34 ZEROCPNOID 0            | CUSIP: 74442PF42<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2550000 | PA      | $1461026.58   | 0.42%             | 2034-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/38 ZEROCPNOID 0            | CUSIP: 74442PG58<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $929743.95    | 0.27%             | 2038-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INDHSG 07/64 FIXED 5.25             | CUSIP: 45471FAZ4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    750000 | PA      | $715389.75    | 0.21%             | 2064-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSGEN 11/38 FIXED 5                | CUSIP: 45506DV28<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995910.30    | 0.29%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/34 ZEROCPNOID 0            | CUSIP: 74442PL45<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1243669.65   | 0.36%             | 2034-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/32 ZEROCPNOID 0            | CUSIP: 74442PP41<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1903539.60   | 0.55%             | 2032-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSFIN 03/45 FIXED OID 5.125        | CUSIP: 45506ENY5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $957093.90    | 0.28%             | 2045-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                          | INDIANA FINANCE AUTHORITY INSFIN 05/60 FIXED OID 5.75         | CUSIP: 45506EPC1<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1781268.25   | 0.52%             | 2060-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/42 ZEROCPNOID 0            | CUSIP: 74442PQ81<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $2757461.45   | 0.80%             | 2042-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 06/42 FIXED 4                 | CUSIP: 74442PWG6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $821305.20    | 0.24%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/41 FIXED OID 4             | CUSIP: 74442PWM3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1227213.00   | 0.36%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 12/51 FIXED OID 4.25          | CUSIP: 74442PWN1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $372003.45    | 0.11%             | 2051-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 07/38 FIXED 5.5               | CUSIP: 74442PZH1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260976.28    | 0.08%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBGEN 04/52 FIXED 4                 | CUSIP: 74442PZY4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21145.81     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 07/31 FIXED 5                 | CUSIP: 74443DFJ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $986373.60    | 0.29%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 02/54 FIXED 5                 | CUSIP: 74443DKY6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    555000 | PA      | $507617.37    | 0.15%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 02/64 FIXED 5                 | CUSIP: 74443DKZ3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1117863.39   | 0.32%             | 2064-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 06/54 FIXED OID 5.875         | CUSIP: 74443DLD1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    400000 | PA      | $376100.92    | 0.11%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFAC 07/54 FIXED 4.25              | CUSIP: 74446DAJ7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1538474.00   | 0.45%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFAC 09/30 FIXED OID 5.5           | CUSIP: 74446DAK4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524182.75    | 0.15%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFAC 09/46 FIXED OID 6.25          | CUSIP: 74446DAM0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    700000 | PA      | $704116.42    | 0.20%             | 2046-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBFIN 08/39 FIXED OID 5             | CUSIP: 74446FAD5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1498339.90   | 0.44%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                           | PUBLIC FINANCE AUTHORITY PUBTRN 12/65 FIXED 6.5               | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4207125.60   | 1.22%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUEBLO URBAN RENEWAL AUTHORITY PUEDEV 12/45 FIXED 4.75                             | PUEBLO URBAN RENEWAL AUTHORITY PUEDEV 12/45 FIXED 4.75        | CUSIP: 744826AW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $881398.20    | 0.26%             | 2045-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                        | COMMONWEALTH OF PUERTO RICO PRC 07/41 FIXED 4                 | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1550000 | PA      | $1348055.77   | 0.39%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                        | COMMONWEALTH OF PUERTO RICO PRC 07/46 FIXED 4                 | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1615 | PA      | $1333.02      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                        | COMMONWEALTH OF PUERTO RICO PRC 11/43 ADJUSTABLE VAR          | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   3302904 | PA      | $2072572.03   | 0.60%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSPOL 06/40 FIXED 6.25        | CUSIP: 83704DAL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $110000.00    | 0.03%             | 2040-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSPOL 06/51 FIXED 6.5         | CUSIP: 83704DAM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $440000.00    | 0.13%             | 2051-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSEDU 06/44 FIXED 5           | CUSIP: 83704MEK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $454286.75    | 0.13%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 07/60 FIXED 6.625     | CUSIP: 97671VCU7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1520787.60   | 0.44%             | 2060-07-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 12/51 FIXED 4         | CUSIP: 97712JDS9<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    750000 | PA      | $467826.53    | 0.14%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 12/56 FIXED 4         | CUSIP: 97712JDT7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $898341.45    | 0.26%             | 2056-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 04/57 FIXED 5.125     | CUSIP: 97712JFE8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    900000 | PA      | $734282.19    | 0.21%             | 2057-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 08/59 FIXED 5.75      | CUSIP: 97712JJF1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $991812.50    | 0.29%             | 2059-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority                              | WISCONSIN HEALTH and EDUCATIONAL WISMED 10/59 FIXED OID 6.125 | CUSIP: 97712JJX2<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999879.50    | 0.29%             | 2059-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA COMMUNITY HOUSING A CCHHSG 02/57 FIXED 3                                | CALIFORNIA COMMUNITY HOUSING A CCHHSG 02/57 FIXED 3           | CUSIP: 13013FAX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $268353.81    | 0.08%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The California County Tobacco Securitization Agency                                | CALIFORNIA COUNTY TOBACCO SECU CASGEN 06/55 ZEROCPNOID 0      | CUSIP: 13016NJB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7125000 | PA      | $1315713.90   | 0.38%             | 2055-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLF CREEK INFRASTRUCTURE FINA WLFDEV 12/44 FIXED 5.75                             | WOLF CREEK INFRASTRUCTURE FINA WLFDEV 12/44 FIXED 5.75        | CUSIP: 977695AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1976520.40   | 0.57%             | 2044-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WOOD RANCH PUBLIC INFRASTRUCTU WDRDEV 12/53 FIXED 5.625                            | WOOD RANCH PUBLIC INFRASTRUCTU WDRDEV 12/53 FIXED 5.625       | CUSIP: 97850AAA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $480710.50    | 0.14%             | 2053-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| California Infrastructure and Economic Development Bank                            | CALIFORNIA INFRASTRUCTURE and EC CASDEV 01/65 ADJUST OID VAR  | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4135468.95   | 1.20%             | 2065-01-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASFIN 11/47 FIXED 5.25        | CUSIP: 13048TP49<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    565000 | PA      | $536929.39    | 0.16%             | 2047-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Unified Government of Wyandotte County Kansas City Kansas                          | WYANDOTTE COUNTY-KANSAS CITY U WYAGEN 09/35 FIXED OID 5.25    | CUSIP: 98267VDJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1980135.67   | 0.58%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Unified Government of Wyandotte County Kansas City Kansas                          | WYANDOTTE COUNTY-KANSAS CITY U WYAGEN 06/40 FIXED 4.5         | CUSIP: 982707AA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $543200.55    | 0.16%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                                    | INDIANAPOLIS LOCAL PUBLIC IMPR INPGEN 03/57 FIXED OID 6.125   | CUSIP: 45528U6Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    880000 | PA      | $899871.98    | 0.26%             | 2057-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Inland Empire Tobacco Securitization Corporation                                   | INLAND EMPIRE TOBACCO SECURITI INEGEN 06/36 ZEROCPNOID 0      | CUSIP: 45734TAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $1553900.30   | 0.45%             | 2036-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                             | IOWA FINANCE AUTHORITY IASHSG 03/48 FIXED 5                   | CUSIP: 46245FAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $970292.82    | 0.28%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                             | IOWA FINANCE AUTHORITY IASGEN 05/53 FIXED 4                   | CUSIP: 46247SBN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1508578.40   | 0.44%             | 2053-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASFIN 11/44 FIXED 5           | CUSIP: 13048TVG5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    295000 | PA      | $274386.64    | 0.08%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASFIN 06/44 FIXED OID 5.25    | CUSIP: 13048VS74<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $910774.90    | 0.26%             | 2044-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jacksonville City of                                                               | CITY OF JACKSONVILLE FL JACEDU 06/53 FIXED 5                  | CUSIP: 46936RAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $595699.58    | 0.17%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Industrial Development Authority                                       | KANSAS CITY INDUSTRIAL DEVELOP KANDEV 06/46 FIXED 5           | CUSIP: 48502MAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919100.10    | 0.27%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health and Higher Educational Facilities Authority                        | MARYLAND HEALTH and HIGHER EDUCA MDSMED 07/43 FIXED 5.875     | CUSIP: 57421CFD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245707.53    | 0.07%             | 2043-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASFAC 07/60 FIXED OID 6.5     | CUSIP: 57563WAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2745262.79   | 0.80%             | 2060-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASEDU 06/54 FIXED 6.2         | CUSIP: 130497AX8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    700000 | PA      | $717643.64    | 0.21%             | 2054-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                             | CALIFORNIA MUNICIPAL FINANCE A CASEDU 06/64 FIXED 6.375       | CUSIP: 130497AY6<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   1050000 | PA      | $1081044.20   | 0.31%             | 2064-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/42 FIXED 5           | CUSIP: 57584XQ79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $242648.90    | 0.07%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                           | MASSACHUSETTS DEVELOPMENT FINA MASDEV 07/44 FIXED 5           | CUSIP: 57585BBS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $465243.70    | 0.14%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/51 FIXED 5                                | CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/51 FIXED 5           | CUSIP: 13057GAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $210674.10    | 0.06%             | 2051-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/56 FIXED 5                                | CALIFORNIA PUBLIC FINANCE AUTH CASMED 11/56 FIXED 5           | CUSIP: 13057GAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $578372.06    | 0.17%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTH CASEDU 06/65 FIXED 6                                | CALIFORNIA PUBLIC FINANCE AUTH CASEDU 06/65 FIXED 6           | CUSIP: 13057JAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995325.30    | 0.29%             | 2065-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/59 FIXED 6.625                            | CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/59 FIXED 6.625       | CUSIP: 14043FAJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $891325.66    | 0.26%             | 2059-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/64 FIXED OID 5                            | CAPITAL PROJECTS FINANCE AUTHO CPPEDU 06/64 FIXED OID 5       | CUSIP: 14043FAN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1890000 | PA      | $1606537.23   | 0.47%             | 2064-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 06/34 FIXED 5                                       | CAPITAL TRUST AUTHORITY CTSEDU 06/34 FIXED 5                  | CUSIP: 14054WAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $318224.70    | 0.09%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 06/44 FIXED OID 5.625                               | CAPITAL TRUST AUTHORITY CTSEDU 06/44 FIXED OID 5.625          | CUSIP: 14054WAP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245711.95    | 0.07%             | 2044-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 06/54 FIXED 6                                       | CAPITAL TRUST AUTHORITY CTSEDU 06/54 FIXED 6                  | CUSIP: 14054WAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $667837.04    | 0.19%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL TRUST AUTHORITY CTSEDU 07/54 FIXED 5.25                                    | CAPITAL TRUST AUTHORITY CTSEDU 07/54 FIXED 5.25               | CUSIP: 14054WBG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $434003.25    | 0.13%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE COUNTY INDUSTRIAL DE CHAUTL 10/51 FIXED 4                                | CHARLOTTE COUNTY INDUSTRIAL DE CHAUTL 10/51 FIXED 4           | CUSIP: 16080TAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1397227.68   | 0.41%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chester County Industrial Development Authority                                    | CHESTER COUNTY INDUSTRIAL DEVE CHEDEV 10/42 FIXED OID 5.625   | CUSIP: 165588FL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $619217.63    | 0.18%             | 2042-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago City of                                                                    | CITY OF CHICAGO IL CHI 01/38 FIXED OID 6                      | CUSIP: 167486ZY8<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1015077.60   | 0.29%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                         | CHICAGO BOARD OF EDUCATION CHIEDU 12/44 FIXED OID 7           | CUSIP: 167505QY5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1503446.70   | 0.44%             | 2044-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Education                                                         | CHICAGO BOARD OF EDUCATION CHIEDU 12/46 FIXED OID 5           | CUSIP: 167505WB8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    500000 | PA      | $426380.80    | 0.12%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON TX HGR EDU FIN CORP ED CLIFTON HGR EDU FIN                                 | CLIFTON TX HGR EDU FIN CORP ED CLIFTON HGR EDU FIN            | CUSIP: 187145UP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $314425.96    | 0.09%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON TX HGR EDU FIN CORP ED CLIFTON HGR EDU FIN                                 | CLIFTON TX HGR EDU FIN CORP ED CLIFTON HGR EDU FIN            | CUSIP: 187145UQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $523037.65    | 0.15%             | 2044-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                               | COLORADO HEALTH FACILITIES AUT COSMED 08/44 FIXED 4           | CUSIP: 19648FKA1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1361715.71   | 0.40%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut State Health and Educational Facilities Authority                      | CONNECTICUT STATE HEALTH and EDU CTSHGR 07/44 FIXED OID 5     | CUSIP: 20775DYV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $464422.60    | 0.13%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREEKWALK MARKETPLACE BUSINESS CRMGEN 12/54 FIXED 6                                | CREEKWALK MARKETPLACE BUSINESS CRMGEN 12/54 FIXED 6           | CUSIP: 225515AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1395297.60   | 0.41%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dayton-Montgomery County Port Authority                                            | DAYTON MONTGOMERY CNTY OH PORT DAYTON-MONTGOMERY-REV          | CUSIP: 23981MBD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $400033.20    | 0.12%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS RANCH METROPOLITAN DISTRI HSRDEV 12/43 FIXED 6.5                              | HESS RANCH METROPOLITAN DISTRI HSRDEV 12/43 FIXED 6.5         | CUSIP: 428111AB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $725698.84    | 0.21%             | 2043-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 07/45 FIXED OID 6                            | FLORIDA HIGHER EDUCATIONAL FAC FLSHGR 07/45 FIXED OID 6       | CUSIP: 42982GAB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2850000 | PA      | $2755415.34   | 0.80%             | 2045-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH COUNTY INDUSTRIAL HILMED 08/50 FIXED 4                                | HILLSBOROUGH COUNTY INDUSTRIAL HILMED 08/50 FIXED 4           | CUSIP: 43233AFD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $826113.60    | 0.24%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/54 FIXED OID 6                            | CLIFTON HIGHER EDUCATION FINAN CLIEDU 06/54 FIXED OID 6       | CUSIP: 187145UR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $399184.43    | 0.12%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Development Authority of Cobb County                                           | DEVELOPMENT AUTHORITY OF COBB COBEDU 06/33 FIXED 5.2          | CUSIP: 190779AE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $506613.90    | 0.15%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Development Authority of Cobb County                                           | DEVELOPMENT AUTHORITY OF COBB COBEDU 06/38 FIXED 5.7          | CUSIP: 190779AF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492315.15    | 0.14%             | 2038-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Colorado Educational and Cultural Facilities Authority                             | COLORADO EDUCATIONAL and CULTURA COSEDU 07/55 FIXED OID 6     | CUSIP: 19645UVP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1397132.02   | 0.41%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colorado Educational and Cultural Facilities Authority                             | COLORADO EDUCATIONAL and CULTURA COSEDU 07/55 FIXED OID 6     | CUSIP: 19645UVQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $861608.97    | 0.25%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gulfport City of                                                                   | CITY OF GULFPORT MS GULMED 07/50 FIXED 5.5                    | CUSIP: 402682DG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1416547.72   | 0.41%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PALM BEACH COUNTY HEALTH FACIL PALMED 06/31 FIXED 4                                | PALM BEACH COUNTY HEALTH FACIL PALMED 06/31 FIXED 4           | CUSIP: 696507VH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1761254.43   | 0.51%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALM BEACH COUNTY HEALTH FACIL PALMED 11/47 FIXED OID 5                            | PALM BEACH COUNTY HEALTH FACIL PALMED 11/47 FIXED OID 5       | CUSIP: 69651ACD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $959188.50    | 0.28%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Passaic County Improvement Authority                                           | PASSAIC COUNTY IMPROVEMENT AUT PASEDU 07/44 FIXED 5           | CUSIP: 70275QAM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $384107.80    | 0.11%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                              | PENNSYLVANIA ECONOMIC DEVELOPM PASDEV 07/49 FIXED OID 5.25    | CUSIP: 70869PPB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $956545.90    | 0.28%             | 2049-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                  | PHILADELPHIA AUTHORITY FOR IND PHIEDU 06/56 FIXED 4           | CUSIP: 71780CBJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $999843.74    | 0.29%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                  | PHILADELPHIA AUTHORITY FOR IND PHIDEV 04/42 FIXED 5           | CUSIP: 71781XGL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $567117.63    | 0.16%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority of the City of Phoenix Arizona                | INDUSTRIAL DEVELOPMENT AUTHORI PHOEDU 07/41 FIXED 5           | CUSIP: 71885FFF9<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    750000 | PA      | $717602.70    | 0.21%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Industrial Development Authority of the County of Pima                         | INDUSTRIAL DEVELOPMENT AUTHORI PIMDEV 06/51 FIXED 4           | CUSIP: 72177MUQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $741421.90    | 0.22%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/41 FIXED 4.25                             | AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/41 FIXED 4.25        | CUSIP: 008051AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $839731.20    | 0.24%             | 2041-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/54 FIXED 5.75                             | AEROTROPOLIS REGIONAL TRANSPOR AERTRN 12/54 FIXED 5.75        | CUSIP: 008051AE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1905498.00   | 0.55%             | 2054-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority                                         | ALACHUA COUNTY HEALTH FACILITI ALAMED 10/53 FIXED 5.75        | CUSIP: 010684BL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3033024.90   | 0.88%             | 2053-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBANY CAPITAL RESOURCE CORP ALBRES 06/44 FIXED OID 4.5                            | ALBANY CAPITAL RESOURCE CORP ALBRES 06/44 FIXED OID 4.5       | CUSIP: 012432DZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $178138.06    | 0.05%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allentown Commercial and Industrial Development Authority                          | ALLENTOWN COMMERCIAL AND INDUS ALTDEV 06/38 FIXED OID 5.5     | CUSIP: 01843AAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $611922.30    | 0.18%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allentown Commercial and Industrial Development Authority                          | ALLENTOWN COMMERCIAL AND INDUS ALTDEV 06/53 FIXED OID 6       | CUSIP: 01843AAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $503271.05    | 0.15%             | 2053-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                      | ALLENTOWN NEIGHBORHOOD IMPROVE ALTDEV 05/42 FIXED 5           | CUSIP: 018444CC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1416158.31   | 0.41%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                      | ALLENTOWN NEIGHBORHOOD IMPROVE ALTDEV 05/32 FIXED 5.5         | CUSIP: 018444CG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $802179.00    | 0.23%             | 2032-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allentown Neighborhood Improvement Zone Development Authority                      | ALLENTOWN NEIGHBORHOOD IMPROVE ALTDEV 05/42 FIXED 6           | CUSIP: 018444CH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1033128.30   | 0.30%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                           | ARIZONA INDUSTRIAL DEVELOPMENT AZSEDU 07/61 FIXED 4           | CUSIP: 04052BQH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $1820765.30   | 0.53%             | 2061-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority                                           | ARIZONA INDUSTRIAL DEVELOPMENT AZSEDU 07/53 FIXED OID 5.25    | CUSIP: 04052BTD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $614367.18    | 0.18%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arkansas Development Finance Authority                                             | ARKANSAS DEVELOPMENT FINANCE A ARSDEV 07/48 FIXED 6.875       | CUSIP: 04108WCE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1058085.40   | 0.31%             | 2048-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corporation                                     | ARLINGTON HIGHER EDUCATION FIN ARLEDU 06/52 FIXED OID 6.25    | CUSIP: 041807CD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $974635.10    | 0.28%             | 2052-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corporation                                     | ARLINGTON HIGHER EDUCATION FIN ARLEDU 06/65 FIXED OID 5.875   | CUSIP: 041807PW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1861054.94   | 0.54%             | 2065-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIMOR CMNTY INFRASTRUCTURE DI AVIMOR CMNTYS DT#1                                  | AVIMOR CMNTY INFRASTRUCTURE DI AVIMOR CMNTYS DT#1             | CUSIP: 05372AAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    933000 | PA      | $934497.00    | 0.27%             | 2053-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIMOR COMMUNITY INFRASTRUCTUR AVIDEV 09/53 FIXED 5.5                              | AVIMOR COMMUNITY INFRASTRUCTUR AVIDEV 09/53 FIXED 5.5         | CUSIP: 05372AAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1339589.30   | 0.39%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN COUNTY INDUSTRIAL DEVE BLWPOL 06/55 ADJUSTABLE VAR                         | BALDWIN COUNTY INDUSTRIAL DEVE BLWPOL 06/55 ADJUSTABLE VAR    | CUSIP: 05786PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2002850.20   | 0.58%             | 2055-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Beaver County Industrial Development Authority                                     | BEAVER COUNTY INDUSTRIAL DEVEL BEAPOL 10/47 ADJ CNVFIX 3.75   | CUSIP: 074876HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3030000 | PA      | $2376240.84   | 0.69%             | 2047-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 03/39 FIXED 7           | CUSIP: 10604PAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $313750.00    | 0.09%             | 2039-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 03/39 FIXED OID 8.5     | CUSIP: 10604PAD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $475000.00    | 0.14%             | 2039-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 06/42 ADJUST OID VAR    | CUSIP: 10604PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1874737 | PA      | $468684.31    | 0.14%             | 2042-06-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Brazoria County Industrial Development Corp                                        | BRAZORIA COUNTY INDUSTRIAL DEV BZIFAC 06/43 FIXED 12          | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    937369 | PA      | $234342.16    | 0.07%             | 2043-06-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/48 FIXED 3           | CUSIP: 118217CW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $1179835.98   | 0.34%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/48 FIXED 4           | CUSIP: 118217CX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1247968.86   | 0.36%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/55 FIXED 5           | CUSIP: 118217CZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9465000 | PA      | $7645157.82   | 2.22%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority                                     | BUCKEYE TOBACCO SETTLEMENT FIN BUCGEN 06/57 ZEROCPNOID 0      | CUSIP: 118217DA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $1312333.50   | 0.38%             | 2057-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bucks County Industrial Development Authority                                      | BUCKS COUNTY INDUSTRIAL DEVELO BUCMED 07/46 FIXED 4           | CUSIP: 11861MBL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $283375.75    | 0.08%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 06/51 FIXED 5                  | CUSIP: 12008ERW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $215745.80    | 0.06%             | 2051-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 11/41 FIXED 4                  | CUSIP: 12008ESG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $837091.70    | 0.24%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 04/53 FIXED OID 7              | CUSIP: 12008EUT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $752324.70    | 0.22%             | 2053-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Build NYC Resource Corporation                                                     | BUILD NYC RESOURCE CORP BUIGEN 07/60 FIXED 6                  | CUSIP: 12008EWJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1450923.45   | 0.42%             | 2060-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 08/56 FIXED 4                                | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 08/56 FIXED 4           | CUSIP: 126292AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1260834.13   | 0.37%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/46 FIXED 3.5                              | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/46 FIXED 3.5         | CUSIP: 126292AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $783881.30    | 0.23%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/56 FIXED 4                                | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 10/56 FIXED 4           | CUSIP: 126292AM3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $363161.00    | 0.11%             | 2056-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED 4                                | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 07/56 FIXED 4           | CUSIP: 126292AU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $291274.48    | 0.08%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 03/57 FIXED OID 3                            | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 03/57 FIXED OID 3       | CUSIP: 126292BB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $948054.45    | 0.28%             | 2057-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 04/57 FIXED OID 3.25                         | CSCDA COMMUNITY IMPROVEMENT AU CDAHSG 04/57 FIXED OID 3.25    | CUSIP: 126292BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $686160.30    | 0.20%             | 2057-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                      | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      7037 | NS      | $70394.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCIN PRCGEN 07/51 ZEROCPNOID 0                           | PUERTO RICO SALES TAX FINANCIN PRCGEN 07/51 ZEROCPNOID 0      | CUSIP: 74529JQH1<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   3450000 | PA      | $799240.46    | 0.23%             | 2051-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCIN PRCGEN 07/58 FIXED 4.784                            | PUERTO RICO SALES TAX FINANCIN PRCGEN 07/58 FIXED 4.784       | CUSIP: 74529JRL1<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |    900000 | PA      | $792655.47    | 0.23%             | 2058-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| RAMPART RANGE METROPOLITAN DIS RAMGEN 12/51 FIXED 4                                | RAMPART RANGE METROPOLITAN DIS RAMGEN 12/51 FIXED 4           | CUSIP: 75157WAC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1160837.85   | 0.34%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/48 FIXED OID 5.5                          | RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/48 FIXED OID 5.5     | CUSIP: 76827QJY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012352.30   | 0.29%             | 2048-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/44 FIXED OID 4.5                          | RIVER ISLANDS PUBLIC FINANCING RVIGEN 09/44 FIXED OID 4.5     | CUSIP: 76827QKX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $456116.45    | 0.13%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIVERHEAD INDUSTRIAL DEVELOPME RIVDEV 08/40 FIXED 5                                | RIVERHEAD INDUSTRIAL DEVELOPME RIVDEV 08/40 FIXED 5           | CUSIP: 76876RAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1885000 | PA      | $1880349.52   | 0.55%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/41 FIXED 4                                | ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/41 FIXED 4           | CUSIP: 79041LAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $306807.14    | 0.09%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/46 FIXED 4                                | ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/46 FIXED 4           | CUSIP: 79041LAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $222445.17    | 0.06%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/50 FIXED 4                                | ST JOHNS COUNTY INDUSTRIAL DEV STJMED 12/50 FIXED 4           | CUSIP: 79041LAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $913374.02    | 0.27%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salem Hospital Facility Authority                                                  | SALEM HOSPITAL FACILITY AUTHOR SALMED 05/53 FIXED 5           | CUSIP: 794458EY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $880206.30    | 0.26%             | 2053-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO EDUCATION FACILITI SANEDU 10/51 FIXED 5                                | SAN ANTONIO EDUCATION FACILITI SANEDU 10/51 FIXED 5           | CUSIP: 796247DY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $444284.43    | 0.13%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY and COUNTY OF SAN FRANCISCO SFOFAC 09/42 FIXED 4                              | CITY and COUNTY OF SAN FRANCISCO SFOFAC 09/42 FIXED 4         | CUSIP: 79773LAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $875618.80    | 0.25%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/64 FIXED OID 6.375                        | SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/64 FIXED OID 6.375   | CUSIP: 82652UAQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1507537.95   | 0.44%             | 2064-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/54 FIXED OID 5                            | SIERRA VISTA INDUSTRIAL DEVELO SIEDEV 06/54 FIXED OID 5       | CUSIP: 82652UAW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1051006.82   | 0.31%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKAGIT COUNTY PUBLIC HOSPITAL SKAMED 12/54 FIXED 5.5                               | SKAGIT COUNTY PUBLIC HOSPITAL SKAMED 12/54 FIXED 5.5          | CUSIP: 830227EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1008530.50   | 0.29%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SKY RANCH COMMUNITY AUTHORITY SKRDEV 12/52 FIXED 5.75                              | SKY RANCH COMMUNITY AUTHORITY SKRDEV 12/52 FIXED 5.75         | CUSIP: 83086SAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1566254.88   | 0.46%             | 2052-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSDEV 09/55 FIXED 5.75        | CUSIP: 837036GP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1915052.50   | 0.56%             | 2055-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSMED 11/54 FIXED 5.75        | CUSIP: 83704HAM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1376885.26   | 0.40%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHEASTERN OHIO PORT AUTHORI SELTRN 12/35 FIXED OID 5                            | SOUTHEASTERN OHIO PORT AUTHORI SELTRN 12/35 FIXED OID 5       | CUSIP: 841895AU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $917683.70    | 0.27%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUFFOLK REGIONAL OFF-TRACK BET SOBGEN 12/53 FIXED OID 6                            | SUFFOLK REGIONAL OFF-TRACK BET SOBGEN 12/53 FIXED OID 6       | CUSIP: 86480TAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $497828.95    | 0.14%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Summit Academy North                                                               | SUMMIT ACADEMY NORTH SMAEDU 11/41 FIXED 4                     | CUSIP: 86589TAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $807515.10    | 0.23%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TANEY COUNTY INDUSTRIAL DEVELO TANDEV 10/49 FIXED 6                                | TANEY COUNTY INDUSTRIAL DEVELO TANDEV 10/49 FIXED 6           | CUSIP: 87539QAB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $753692.00    | 0.22%             | 2049-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Municipal Gas Acquisition and Supply Corporation I                           | TEXAS MUNICIPAL GAS ACQUISITIO TXSUTL 12/26 FIXED OID 6.25    | CUSIP: 88256CEX3<br>LEI: 6AZ7FRSNC3ZFPM0Z8L86 | Long             | DBT              | MUN               | US        |    380000 | PA      | $389224.16    | 0.11%             | 2026-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IOWA TOBACCO SETTLEMENT AUTHOR TOBGEN 06/65 ZEROCPNOID 0                           | IOWA TOBACCO SETTLEMENT AUTHOR TOBGEN 06/65 ZEROCPNOID 0      | CUSIP: 888805CJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4820000 | PA      | $666536.11    | 0.19%             | 2065-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corporation                                           | TOBACCO SETTLEMENT FINANCING C TOBGEN 06/47 ZEROCPNOID 0      | CUSIP: 88880NAX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $932360.40    | 0.27%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TULSA AUTHORITY FOR ECONOMIC O TUADEV 12/43 FIXED OID 4                            | TULSA AUTHORITY FOR ECONOMIC O TUADEV 12/43 FIXED OID 4       | CUSIP: 899650AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    965000 | PA      | $801046.11    | 0.23%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TULSA MUNICIPAL AIRPORT TRUST TULAPT 12/40 FIXED 6.25                              | TULSA MUNICIPAL AIRPORT TRUST TULAPT 12/40 FIXED 6.25         | CUSIP: 899661EN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083326.00   | 0.31%             | 2040-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upper Illinois River Valley Development Authority                                  | UPPER ILLINOIS RIVER VALLEY DE UPIDEV 01/55 FIXED 5           | CUSIP: 91588XAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1707473.00   | 0.50%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upper Illinois River Valley Development Authority                                  | UPPER ILLINOIS RIVER VALLEY DE UPIDEV 03/53 FIXED OID 5.75    | CUSIP: 91588XAK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $936749.60    | 0.27%             | 2053-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UTAH INFRASTRUCTURE AGENCY UTSFAC 10/35 FIXED 4                                    | UTAH INFRASTRUCTURE AGENCY UTSFAC 10/35 FIXED 4               | CUSIP: 917467CA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $288451.26    | 0.08%             | 2035-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valparaiso City of                                                                 | CITY OF VALPARAISO IN VLPFAC 01/54 FIXED 5                    | CUSIP: 92028RAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $460052.55    | 0.13%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venice City of                                                                     | CITY OF VENICE FL VEN 01/55 FIXED 5.5                         | CUSIP: 922687AD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $918645.10    | 0.27%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERMILION CREEK METROPOLITAN D VRCFAC 12/55 FIXED 5.875                            | VERMILION CREEK METROPOLITAN D VRCFAC 12/55 FIXED 5.875       | CUSIP: 923722AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2550000 | PA      | $2524719.05   | 0.73%             | 2055-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                             | VERMONT ECONOMIC DEVELOPMENT A VTSDEV 05/47 FIXED 5           | CUSIP: 92415TBQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1141243.97   | 0.33%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vermont Economic Development Authority                                             | VERMONT ECONOMIC DEVELOPMENT A VTSDEV 05/45 FIXED 4           | CUSIP: 92415TCB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $43826.76     | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VLGS AT CASTLE ROCK CO MET DIS VILGEN 12/37 ZEROCPNOID 0                           | VLGS AT CASTLE ROCK CO MET DIS VILGEN 12/37 ZEROCPNOID 0      | CUSIP: 92706LAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1066667 | PA      | $411816.24    | 0.12%             | 2037-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Public Finance Authority                                            | VIRGIN ISLANDS PUBLIC FINANCE VITGEN 04/53 FIXED 6            | CUSIP: 927677AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | VI        |   2000000 | PA      | $1977510.20   | 0.57%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Parish of St James LA                                                              | PARISH OF ST JAMES LA STJGEN 12/40 ADJUSTABLE VAR             | CUSIP: 790103AX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1066171.30   | 0.31%             | 2040-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway and Transportation Authority                                   | PUERTO RICO HIGHWAY and TRANSPOR PRCTRN 07/26 ZEROCPNOID 0    | CUSIP: 745185BN7<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   1343000 | PA      | $1232538.25   | 0.36%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCIN PRCGEN 07/46 ZEROCPNOID 0                           | PUERTO RICO SALES TAX FINANCIN PRCGEN 07/46 ZEROCPNOID 0      | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |   2475000 | PA      | $777501.70    | 0.23%             | 2046-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKY RANCH CMNTY AUTH BRD CO 12/54 6.5                                              | SKY RANCH CMNTY AUTH BRD CO 12/54 6.5                         | CUSIP: 83086FAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $544264.88    | 0.16%             | 2054-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Jobs Coalition                                                      | SOUTH CAROLINA JOBS-ECONOMIC D SCSHSG 04/37 FIXED 4.5         | CUSIP: 83704CAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $9501.58      | 0.00%             | 2037-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Public Power Authority                                         | SOUTHERN CALIFORNIA PUBLIC POW STNPWR 11/26 FIXED 5.25        | CUSIP: 842471AU8<br>LEI: 5493003B5TD5FWUKMD34 | Long             | DBT              | MUN               | US        |   1470000 | PA      | $1500150.88   | 0.44%             | 2026-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ST VRAIN LAKES METROPOLITAN DI STVDEV 09/54 INT APROID VAR                         | ST VRAIN LAKES METROPOLITAN DI STVDEV 09/54 INT APROID VAR    | CUSIP: 85237KAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1016254.50   | 0.30%             | 2054-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Stamford Housing Authority                                                         | STAMFORD HOUSING AUTHORITY STMHSG 10/60 FIXED OID 6.25        | CUSIP: 852640AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1417747.50   | 0.41%             | 2060-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STERLING RANCH COMMUNITY AUTHO STRDEV 12/43 FIXED OID 5.625                        | STERLING RANCH COMMUNITY AUTHO STRDEV 12/43 FIXED OID 5.625   | CUSIP: 85950TAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    852000 | PA      | $837654.62    | 0.24%             | 2043-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| San Francisco Bay Area Rapid Transit District                                      | SAN FRANCISCO CA BAY AREA RAPI SFOTRN 08/37 FIXED 4           | CUSIP: 797661YA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1885000 | PA      | $1892534.35   | 0.55%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** John Hancock Municipal Securities Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer