# EDGAR Filing Document

**Accession Number:** 0001070414
**File Stem:** 0001070414-26-000032
**Filing Date:** 2026-4
**Character Count:** 605542
**Document Hash:** 6c447263497be028305f9014a0c36e68
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001070414-26-000032.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001070414-26-000032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20261130

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 232975858
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09005
- **FILM NUMBER:** 26902845

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Vanguard<sup>®</sup> Massachusetts Tax-Exempt Fund

#### Schedule of Investments (unaudited)
As of February 28, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Tax-Exempt Municipal Bonds (99.4%)** | **Tax-Exempt Municipal Bonds (99.4%)** | **Tax-Exempt Municipal Bonds (99.4%)** | **Tax-Exempt Municipal Bonds (99.4%)** | **Tax-Exempt Municipal Bonds (99.4%)** | **Tax-Exempt Municipal Bonds (99.4%)** |
| **Massachusetts (97.8%)** | **Massachusetts (97.8%)** | **Massachusetts (97.8%)** | **Massachusetts (97.8%)** | **Massachusetts (97.8%)** | **Massachusetts (97.8%)** |
|  | &nbsp;&nbsp;&nbsp;Acton & Boxborough MA Regional School District GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 994 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 961 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 942 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 903 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1285 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1239 |
|  | &nbsp;&nbsp;&nbsp;Andover MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1128 |
|  | &nbsp;&nbsp;&nbsp;Arlington MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp; 2252 |
|  | &nbsp;&nbsp;&nbsp;Arlington MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2219 |
|  | &nbsp;&nbsp;&nbsp;Ashland MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 | &nbsp;&nbsp; 2598 |
|  | &nbsp;&nbsp;&nbsp;Ashland MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Ashland MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp; 2241 |
|  | &nbsp;&nbsp;&nbsp;Attleboro MA GO | 2.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp; 2321 |
|  | &nbsp;&nbsp;&nbsp;Bedford MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1222 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Wind Power Cooperative Corp. Electric Power & Light Revenue (Berkshire Wind Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1158 |
|  | &nbsp;&nbsp;&nbsp;Boston MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 1987 |
|  | &nbsp;&nbsp;&nbsp;Boston MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2205 | &nbsp;&nbsp; 1900 |
|  | &nbsp;&nbsp;&nbsp;Boston Water & Sewer Commission Water Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2775 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1598 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1433 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1408 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 1904 |
|  | &nbsp;&nbsp;&nbsp;Braintree MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 387 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bridgewater-Raynham MA Regional School District GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Bristol County MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6587 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 | &nbsp;&nbsp; 4533 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4678 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp; 4455 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3905 | &nbsp;&nbsp; 3890 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 5570 | &nbsp;&nbsp; 5424 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 6120 | &nbsp;&nbsp; 5833 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3323 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Plymouth MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6145 | &nbsp;&nbsp; 5816 |
|  | &nbsp;&nbsp;&nbsp;Brockton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 784 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 5725 | &nbsp;&nbsp; 4782 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 6645 | &nbsp;&nbsp; 5415 |
|  | &nbsp;&nbsp;&nbsp;Brookline MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6755 | &nbsp;&nbsp; 5415 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Burlington MA GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp; 1893 |
|  | &nbsp;&nbsp;&nbsp;Canton MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Central Berkshire MA Regional School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;Central Berkshire MA Regional School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1361 |
|  | &nbsp;&nbsp;&nbsp;Central Berkshire MA Regional School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 669 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1387 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp; 3164 |
|  | &nbsp;&nbsp;&nbsp;Collegiate Charter School of Lowell Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 5490 | &nbsp;&nbsp; 5232 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4205 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 2008 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3775 | &nbsp;&nbsp; 3890 |

---

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5023 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 | &nbsp;&nbsp; 3527 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4204 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 819 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp; 1959 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 | &nbsp;&nbsp; 3404 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 365 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1215 | &nbsp;&nbsp; 1224 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 709 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7204 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 | &nbsp;&nbsp; 6566 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2445 | &nbsp;&nbsp; 2867 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2875 | &nbsp;&nbsp; 3495 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 13001 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1222 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 3738 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 7800 | &nbsp;&nbsp; 9261 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 590 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1448 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 | &nbsp;&nbsp; 10149 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 1038 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 6150 | &nbsp;&nbsp; 7174 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4525 | &nbsp;&nbsp; 5252 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 11649 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 6520 | &nbsp;&nbsp; 6889 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 730 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 | &nbsp;&nbsp; 7109 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 3735 | &nbsp;&nbsp; 4327 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 652 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 8310 | &nbsp;&nbsp; 7942 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4135 | &nbsp;&nbsp; 4731 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3605 | &nbsp;&nbsp; 3428 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4033 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp; 2786 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 18135 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 7170 | &nbsp;&nbsp; 6656 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 | &nbsp;&nbsp; 3195 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9200 | &nbsp;&nbsp; 8379 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4784 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 3141 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 9200 | &nbsp;&nbsp; 8491 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 2144 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 6224 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 | &nbsp;&nbsp; 3623 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10589 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3559 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 9715 | &nbsp;&nbsp; 11078 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4561 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2048 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;14605 | &nbsp;&nbsp; 16444 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 9585 | &nbsp;&nbsp; 10992 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 798 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5035 | &nbsp;&nbsp; 5308 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2035 | &nbsp;&nbsp; 2268 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp; 2233 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;27750 | &nbsp;&nbsp; 29117 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3945 | &nbsp;&nbsp; 4425 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp; 11985 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp; 11515 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2099 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2560 | &nbsp;&nbsp; 2848 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp; 3655 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10290 | &nbsp;&nbsp; 11500 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3885 | &nbsp;&nbsp; 4271 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2386 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4570 | &nbsp;&nbsp; 4817 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12155 | &nbsp;&nbsp; 12858 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp; 1568 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 4490 | &nbsp;&nbsp; 4595 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp; 1989 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;11630 | &nbsp;&nbsp; 12491 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3360 | &nbsp;&nbsp; 3582 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;10120 | &nbsp;&nbsp; 8016 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;11155 | &nbsp;&nbsp; 12020 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;10270 | &nbsp;&nbsp; 11013 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;10745 | &nbsp;&nbsp; 11616 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp; 2102 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1005 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10562 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 6255 | &nbsp;&nbsp; 4862 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 6005 | &nbsp;&nbsp; 4665 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10656 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 9010 | &nbsp;&nbsp; 6529 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3730 | &nbsp;&nbsp; 2266 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5251 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 8595 | &nbsp;&nbsp; 8884 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 6700 | &nbsp;&nbsp; 4120 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp; 14191 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 | &nbsp;&nbsp; 4483 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 9085 | &nbsp;&nbsp; 9451 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp; 17773 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4665 | &nbsp;&nbsp; 4944 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3122 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;16240 | &nbsp;&nbsp; 17043 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5223 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 3220 | &nbsp;&nbsp; 3384 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;41355 | &nbsp;&nbsp; 43215 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 5745 | &nbsp;&nbsp; 6013 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 3133 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;22250 | &nbsp;&nbsp; 23342 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp; 28403 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO TOB VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2705 | &nbsp;&nbsp; 2705 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO TOB VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2945 | &nbsp;&nbsp; 2945 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4545 | &nbsp;&nbsp; 4313 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;11235 | &nbsp;&nbsp; 12368 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4385 | &nbsp;&nbsp; 4855 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement & Accelerated Programs) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2048 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement & Accelerated Programs) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3930 | &nbsp;&nbsp; 4113 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement & Accelerated Programs) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 25675 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;29690 | &nbsp;&nbsp; 30812 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2944 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4560 | &nbsp;&nbsp; 4735 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 20870 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;18775 | &nbsp;&nbsp; 19686 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2567 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;12560 | &nbsp;&nbsp; 13204 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6125 | &nbsp;&nbsp; 6410 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue TOB VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Dedham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 882 |
|  | &nbsp;&nbsp;&nbsp;Dedham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 873 |
|  | &nbsp;&nbsp;&nbsp;Dennis - Yarmouth Regional School District GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Dennis - Yarmouth Regional School District GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp; 2506 |
|  | &nbsp;&nbsp;&nbsp;East Longmeadow MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9633 |
|  | &nbsp;&nbsp;&nbsp;East Longmeadow MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13953 |
|  | &nbsp;&nbsp;&nbsp;Easthampton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;Easthampton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Easthampton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp; 977 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;Easton MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2390 | &nbsp;&nbsp; 1749 |
|  | &nbsp;&nbsp;&nbsp;Everett MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA BAN GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5070 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2265 | &nbsp;&nbsp; 2242 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 | &nbsp;&nbsp; 2284 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Fall River MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Foxborough MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1473 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1215 | &nbsp;&nbsp; 977 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;Framingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 961 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Gardner MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 997 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Gardner MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;Gardner MA GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 | &nbsp;&nbsp; 2832 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Gloucester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Greater Fall River Vocational School District (Massachusetts State Qualified Bond Project) GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3370 | &nbsp;&nbsp; 3763 |
|  | &nbsp;&nbsp;&nbsp;Greater Fall River Vocational School District (Massachusetts State Qualified Bond Project) GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3309 |
|  | &nbsp;&nbsp;&nbsp;Greater Fall River Vocational School District (Massachusetts State Qualified Bond Project) GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3935 | &nbsp;&nbsp; 4225 |
|  | &nbsp;&nbsp;&nbsp;Hingham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3254 |
|  | &nbsp;&nbsp;&nbsp;Hudson MA BAN GO | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1005 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1521 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2079 |
|  | &nbsp;&nbsp;&nbsp;Lawrence MA GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 | &nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;Leominster MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Leominster MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 2951 |
|  | &nbsp;&nbsp;&nbsp;Lexington MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;Lexington MA GO | 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Lincoln MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Lincoln MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1040 |
|  | &nbsp;&nbsp;&nbsp;Littleton MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Longmeadow MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1308 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2087 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 | &nbsp;&nbsp; 2243 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2365 | &nbsp;&nbsp; 2433 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 777 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1282 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 5295 | &nbsp;&nbsp; 5117 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;Lowell MA GO | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 5411 |
|  | &nbsp;&nbsp;&nbsp;Ludlow MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp; 2138 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2067 |
|  | &nbsp;&nbsp;&nbsp;Lynn MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 7495 | &nbsp;&nbsp; 7056 |
|  | &nbsp;&nbsp;&nbsp;Marblehead MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Marlborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1432 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marthas Vineyard Land Bank Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marthas Vineyard Land Bank Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marthas Vineyard Land Bank Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Assessment Indirect Ad Valorem Property Revenue | 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1697 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Assessment Indirect Ad Valorem Property Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10422 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6601 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2754 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp; 2767 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 5174 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3619 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 11934 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4785 | &nbsp;&nbsp; 5625 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6020 | &nbsp;&nbsp; 6310 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2824 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1063 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4805 | &nbsp;&nbsp; 5372 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5660 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp; 2607 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1170 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp; 2720 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 3049 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1530 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 9405 | &nbsp;&nbsp; 10078 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6340 | &nbsp;&nbsp; 5935 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp;12915 | &nbsp;&nbsp; 13725 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10682 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10739 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Bay Transportation Authority Sales Tax Revenue VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11670 | &nbsp;&nbsp; 11670 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Lease Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Lease Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4865 | &nbsp;&nbsp; 5222 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Lease Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1635 | &nbsp;&nbsp; 1516 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp; 4273 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 | &nbsp;&nbsp; 2699 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp; 4379 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4350 | &nbsp;&nbsp; 5064 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp; 1964 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3425 | &nbsp;&nbsp; 3944 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp; 3721 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5694 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3895 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 11236 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp; 3661 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5553 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2159 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Clean Water Trust Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Department of Transportation Highway Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7110 | &nbsp;&nbsp; 6810 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1607 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2925 | &nbsp;&nbsp; 2926 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp; 3113 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1285 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Charter School Aid Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2347 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1533 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1579 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4695 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp; 1619 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1321 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4886 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 633 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1222 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 2154 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1703 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 557 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1523 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1187 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1547 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4657 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6915 | &nbsp;&nbsp; 8132 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1414 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5912 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 6001 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1286 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1434 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 8352 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1504 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 844 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 9375 | &nbsp;&nbsp; 10535 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1827 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1163 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4729 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3095 | &nbsp;&nbsp; 2718 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 580 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2309 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 7500 | &nbsp;&nbsp; 8706 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1770 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 306 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2985 | &nbsp;&nbsp; 2987 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4940 | &nbsp;&nbsp; 4948 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp; 1562 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4855 | &nbsp;&nbsp; 5597 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 12191 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp; 2661 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4190 | &nbsp;&nbsp; 3887 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4640 | &nbsp;&nbsp; 4205 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3275 | &nbsp;&nbsp; 2702 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 | &nbsp;&nbsp; 2386 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 3330 | &nbsp;&nbsp; 3348 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2112 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp;14410 | &nbsp;&nbsp; 16494 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 6185 | &nbsp;&nbsp; 6391 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2503 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4955 | &nbsp;&nbsp; 4960 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;14015 | &nbsp;&nbsp; 14017 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1384 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4955 | &nbsp;&nbsp; 4351 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1991 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4950 | &nbsp;&nbsp; 4846 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 5245 | &nbsp;&nbsp; 4404 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 5745 | &nbsp;&nbsp; 5700 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1451 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 | &nbsp;&nbsp; 3800 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1096 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 9855 | &nbsp;&nbsp; 9368 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;13490 | &nbsp;&nbsp; 12789 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 8820 | &nbsp;&nbsp; 9300 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;21680 | &nbsp;&nbsp; 23078 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;13745 | &nbsp;&nbsp; 10849 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3298 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5672 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 3975 | &nbsp;&nbsp; 3726 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6035 | &nbsp;&nbsp; 5739 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 2955 | &nbsp;&nbsp; 3097 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;13715 | &nbsp;&nbsp; 14411 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;24620 | &nbsp;&nbsp; 26985 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1658 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9951 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1474 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;11130 | &nbsp;&nbsp; 12006 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 6075 | &nbsp;&nbsp; 6658 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue (Suffolk University Project) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1258 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue (Suffolk University Project) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;10370 | &nbsp;&nbsp; 9195 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5320 | &nbsp;&nbsp; 5428 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2032 | &nbsp;&nbsp;&nbsp;&nbsp;46345 | &nbsp;&nbsp; 53490 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;20795 | &nbsp;&nbsp; 25128 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;30145 | &nbsp;&nbsp; 36532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue TOB VRDO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;19050 | &nbsp;&nbsp; 19050 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency College & University Revenue VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14260 | &nbsp;&nbsp; 14260 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1159 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1596 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1218 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 | &nbsp;&nbsp; 3408 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2390 | &nbsp;&nbsp; 2401 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3960 | &nbsp;&nbsp; 3981 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1834 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1178 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1454 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3084 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2012 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1314 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 823 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1795 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1029 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1576 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3118 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3805 | &nbsp;&nbsp; 4135 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1200 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 114 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 577 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 | &nbsp;&nbsp; 2725 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5395 | &nbsp;&nbsp; 5655 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp; 3470 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2538 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1460 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1186 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4445 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1104 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 299 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2950 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1016 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2417 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 2132 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp; 2695 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1256 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp; 2298 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 772 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp; 2834 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2505 | &nbsp;&nbsp; 2644 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp; 14561 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1335 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2345 | &nbsp;&nbsp; 2698 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 794 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp; 3015 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1815 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1964 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1215 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1413 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1434 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1017 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2770 | &nbsp;&nbsp; 3208 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1349 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 704 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 9270 | &nbsp;&nbsp; 10733 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 694 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2032 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp; 3401 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp; 11129 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 5375 | &nbsp;&nbsp; 5640 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 552 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;12735 | &nbsp;&nbsp; 14689 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2310 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1280 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1948 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1935 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1521 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4415 | &nbsp;&nbsp; 4620 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1062 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1822 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp; 1881 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp; 3874 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1835 | &nbsp;&nbsp; 2169 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 6190 | &nbsp;&nbsp; 6659 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2266 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 690 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp; 1861 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp; 1852 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp; 3066 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1158 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp; 1858 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 | &nbsp;&nbsp; 4165 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1501 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp; 1075 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1881 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2198 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3850 | &nbsp;&nbsp; 4332 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 1061 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp; 1153 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 445 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp; 1224 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8001 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 | &nbsp;&nbsp; 4031 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18055 | &nbsp;&nbsp; 18073 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4910 | &nbsp;&nbsp; 4938 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 1007 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1099 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1197 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;18305 | &nbsp;&nbsp; 18513 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1766 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 2178 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1750 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1353 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5055 | &nbsp;&nbsp; 5189 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp; 5492 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2288 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 3255 | &nbsp;&nbsp; 3640 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1077 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;21305 | &nbsp;&nbsp; 19019 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3355 | &nbsp;&nbsp; 3360 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3965 | &nbsp;&nbsp; 4378 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6500 | &nbsp;&nbsp; 7157 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1066 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2570 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4555 | &nbsp;&nbsp; 4968 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1580 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;12485 | &nbsp;&nbsp; 10068 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp; 2374 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 5530 | &nbsp;&nbsp; 5964 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;15865 | &nbsp;&nbsp; 16107 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1619 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 7150 | &nbsp;&nbsp; 6036 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 4290 | &nbsp;&nbsp; 4592 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 5345 | &nbsp;&nbsp; 5691 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 5460 | &nbsp;&nbsp; 5906 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1625 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10904 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 1047 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1270 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 8445 | &nbsp;&nbsp; 7933 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 9535 | &nbsp;&nbsp; 9054 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;30925 | &nbsp;&nbsp; 32953 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp; 13763 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2167 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 8530 | &nbsp;&nbsp; 8339 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3070 | &nbsp;&nbsp; 3347 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue PUT | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp; 14328 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;20470 | &nbsp;&nbsp; 20470 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;17020 | &nbsp;&nbsp; 17020 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5835 | &nbsp;&nbsp; 5835 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue VRDO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;23050 | &nbsp;&nbsp; 23050 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Intergovernmental Agreement Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 798 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 | &nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 4770 | &nbsp;&nbsp; 3927 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 | &nbsp;&nbsp; 3199 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue | 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2060 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11512 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Merrimack College Student Housing Project) | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Merrimack College Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5265 | &nbsp;&nbsp; 5381 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 579 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1146 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp; 1695 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 3375 | &nbsp;&nbsp; 3533 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp; 6160 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Tufts University Student Housing Project) | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 5775 | &nbsp;&nbsp; 6039 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1242 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3008 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1859 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue (Umass Boston Student Housing Program) | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 8750 | &nbsp;&nbsp; 7874 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 808 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1390 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp; 2542 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 | &nbsp;&nbsp; 2298 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 2694 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 189 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 7600 | &nbsp;&nbsp; 9157 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Miscellaneous Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp; 1470 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1695 | &nbsp;&nbsp; 1697 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Development Finance Agency Private Schools Revenue | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 | &nbsp;&nbsp; 3718 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority College & University Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2955 | &nbsp;&nbsp; 3550 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority College & University Revenue PUT | 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3500 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority College & University Revenue VRDO | 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8400 | &nbsp;&nbsp; 8400 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14245 | &nbsp;&nbsp; 14245 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9700 | &nbsp;&nbsp; 9700 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8200 | &nbsp;&nbsp; 8200 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Health, Hospital, Nursing Home Revenue VRDO | 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp; 2660 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Health & Educational Facilities Authority Recreational Revenue VRDO | 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp; 18700 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 | &nbsp;&nbsp; 2955 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp; 4763 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;21525 | &nbsp;&nbsp; 22066 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5325 | &nbsp;&nbsp; 5479 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6265 | &nbsp;&nbsp; 6334 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1275 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 620 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3340 | &nbsp;&nbsp; 3589 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2774 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp; 3176 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2026 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 4810 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2415 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4327 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1551 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1331 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2641 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 1559 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1875 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1528 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 851 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2360 | &nbsp;&nbsp; 2476 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 499 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1177 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1919 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 4195 | &nbsp;&nbsp; 4170 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 1813 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2323 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 9590 | &nbsp;&nbsp; 9525 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1449 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;13155 | &nbsp;&nbsp; 14152 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 5170 | &nbsp;&nbsp; 5204 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 7790 | &nbsp;&nbsp; 5904 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4198 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2750 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2055 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2285 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 4445 | &nbsp;&nbsp; 4256 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2057 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1868 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2058 | &nbsp;&nbsp;&nbsp;&nbsp; 4650 | &nbsp;&nbsp; 4578 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7395 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 8340 | &nbsp;&nbsp; 6167 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2059 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2811 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2060 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3025 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2063 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp; 1500 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2064 | &nbsp;&nbsp;&nbsp;&nbsp;11320 | &nbsp;&nbsp; 11406 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2065 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 | &nbsp;&nbsp; 3478 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4640 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp; 1557 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2067 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2421 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2068 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3035 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Housing Finance Agency Local or Guaranteed Housing Revenue TOB VRDO | 1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11875 | &nbsp;&nbsp; 11875 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Municipal Wholesale Electric Co. Electric Power & Light Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Municipal Wholesale Electric Co. Electric Power & Light Revenue (Project 2015A) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Port Authority Port, Airport & Marina Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6320 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1229 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 6595 | &nbsp;&nbsp; 7217 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp; 11046 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 14334 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 | &nbsp;&nbsp; 2915 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 7160 | &nbsp;&nbsp; 7394 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;10840 | &nbsp;&nbsp; 11823 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1695 | &nbsp;&nbsp; 1959 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 693 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 5906 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts State College Building Authority College & University Revenue (Community College Program) | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp; 1710 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp; 3512 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 260 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue VRDO | 1.870% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3115 | &nbsp;&nbsp; 3115 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue VRDO | 1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp; 36300 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue VRDO | 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;13920 | &nbsp;&nbsp; 14491 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2205 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp; 2379 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5290 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2278 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue VRDO | 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp; 8100 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue VRDO | 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6330 | &nbsp;&nbsp; 6330 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue VRDO | 1.870% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 540 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue VRDO | 1.870% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue VRDO | 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10335 | &nbsp;&nbsp; 10335 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Water Revenue, Prere. | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3455 | &nbsp;&nbsp; 3498 |
|  | &nbsp;&nbsp;&nbsp;Medford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1131 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5800 | &nbsp;&nbsp; 4169 |
|  | &nbsp;&nbsp;&nbsp;Middleborough MA GO | 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 5050 | &nbsp;&nbsp; 3346 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 | &nbsp;&nbsp; 2776 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 | &nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1275 |
|  | &nbsp;&nbsp;&nbsp;Middleton MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2635 | &nbsp;&nbsp; 2050 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 | &nbsp;&nbsp; 2431 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2470 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1227 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2449 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2388 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 6600 | &nbsp;&nbsp; 4901 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 6200 | &nbsp;&nbsp; 3995 |
|  | &nbsp;&nbsp;&nbsp;Milford MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 5335 | &nbsp;&nbsp; 3559 |
|  | &nbsp;&nbsp;&nbsp;Minuteman Regional Vocational Technical School District GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;Montague MA GO | 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2549 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2575 | &nbsp;&nbsp; 2684 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 | &nbsp;&nbsp; 2750 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 | &nbsp;&nbsp; 2830 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 | &nbsp;&nbsp; 2552 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2422 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 7740 | &nbsp;&nbsp; 7443 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 6010 | &nbsp;&nbsp; 6209 |
|  | &nbsp;&nbsp;&nbsp;Nashoba MA Regional School District GO | 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 4755 | &nbsp;&nbsp; 4536 |
|  | &nbsp;&nbsp;&nbsp;Natick MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Nauset Regional MA School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2420 |
|  | &nbsp;&nbsp;&nbsp;Needham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Needham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Needham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp; 1334 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 793 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp; 4693 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 3945 | &nbsp;&nbsp; 3728 |
|  | &nbsp;&nbsp;&nbsp;New Bedford MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Northbridge MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;Northbridge MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 942 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Northeast Metropolitan Regional Vocational School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 2797 |
|  | &nbsp;&nbsp;&nbsp;Norwood MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Norwood MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6809 |
|  | &nbsp;&nbsp;&nbsp;Orange MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Orange MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 2795 | &nbsp;&nbsp; 2097 |
|  | &nbsp;&nbsp;&nbsp;Peabody MA BAN GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;Peabody MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Peabody MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2053 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Valley Transit Authority Transit Revenue RAN | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Plymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA BAN GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7440 | &nbsp;&nbsp; 7516 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA BAN GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp;35995 | &nbsp;&nbsp; 36539 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 850 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1194 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 1968 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 5155 | &nbsp;&nbsp; 3393 |
|  | &nbsp;&nbsp;&nbsp;Quincy MA GO | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 5365 | &nbsp;&nbsp; 6141 |
|  | &nbsp;&nbsp;&nbsp;Revere MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1439 |
|  | &nbsp;&nbsp;&nbsp;Revere MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1488 |
|  | &nbsp;&nbsp;&nbsp;Rockland MA GO | 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;Rowley MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1546 |
|  | &nbsp;&nbsp;&nbsp;Salem MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Salisbury MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Saugus MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1480 |
|  | &nbsp;&nbsp;&nbsp;Somerset MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp; 2645 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 2670 | &nbsp;&nbsp; 2245 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1422 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4875 | &nbsp;&nbsp; 4003 |
|  | &nbsp;&nbsp;&nbsp;Somerville MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 | &nbsp;&nbsp; 4024 |
|  | &nbsp;&nbsp;&nbsp;South Shore MA Regional School District BAN GO | 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8010 | &nbsp;&nbsp; 8049 |
|  | &nbsp;&nbsp;&nbsp;Southbridge MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp; 1178 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Springfield MA GO | 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Springfield MA Water & Sewer Commission Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3740 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 3758 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 3610 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 | &nbsp;&nbsp; 3794 |
|  | &nbsp;&nbsp;&nbsp;Stoneham MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 1960 | &nbsp;&nbsp; 1313 |
|  | &nbsp;&nbsp;&nbsp;Stoughton MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 3635 | &nbsp;&nbsp; 3546 |
|  | &nbsp;&nbsp;&nbsp;Swampscott MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 1903 |
|  | &nbsp;&nbsp;&nbsp;Taunton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 2610 | &nbsp;&nbsp; 2516 |
|  | &nbsp;&nbsp;&nbsp;Taunton MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1685 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3906 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 4860 | &nbsp;&nbsp; 5042 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4682 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp; 1469 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp; 4304 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp; 1855 |
|  | &nbsp;&nbsp;&nbsp;Tri-County MA Regional Vocational Technical School District GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp; 1584 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp; 1611 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp; 4410 | &nbsp;&nbsp; 4174 |
|  | &nbsp;&nbsp;&nbsp;Tyngsborough MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 6310 | &nbsp;&nbsp; 5870 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1659 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1058 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;11880 | &nbsp;&nbsp; 12243 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Massachusetts Building Authority College & University Revenue TOB VRDO | 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
|  | &nbsp;&nbsp;&nbsp;Upton MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Wakefield MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;13240 | &nbsp;&nbsp; 12319 |
|  | &nbsp;&nbsp;&nbsp;Walpole MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1275 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1297 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Waltham MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1296 |
|  | &nbsp;&nbsp;&nbsp;Watertown MA GO | 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Watertown MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 703 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;West Springfield MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 | &nbsp;&nbsp; 1475 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp; 2370 | &nbsp;&nbsp; 1855 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp; 1608 |
|  | &nbsp;&nbsp;&nbsp;Weymouth MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 3170 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 1937 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 | &nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp; 1519 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1584 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 4325 | &nbsp;&nbsp; 4599 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 221 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4350 | &nbsp;&nbsp; 3435 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1373 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1887 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 | &nbsp;&nbsp; 2016 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 2013 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Worcester MA GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1078 |
|  | &nbsp;&nbsp;&nbsp;Worcester MA GO | 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2050 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp; 2110 |
| **** |  |  |  |  | &nbsp;&nbsp;**3486766** |
| **American Samoa (0.0%)** | **American Samoa (0.0%)** | **American Samoa (0.0%)** | **American Samoa (0.0%)** | **American Samoa (0.0%)** | **American Samoa (0.0%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Samoa Economic Development Authority Income Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 243 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Samoa Economic Development Authority Income Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 236 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Samoa Economic Development Authority Income Tax Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 288 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Samoa Economic Development Authority Income Tax Revenue | 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| **** |  |  |  |  | &nbsp;&nbsp; **868** |
| **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** | **Guam (0.0%)** |
|  | &nbsp;&nbsp;&nbsp;Guam Power Authority Electric Power & Light Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
| **Puerto Rico (1.5%)** | **Puerto Rico (1.5%)** | **Puerto Rico (1.5%)** | **Puerto Rico (1.5%)** | **Puerto Rico (1.5%)** | **Puerto Rico (1.5%)** |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1023 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 | &nbsp;&nbsp; 2847 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5862 | &nbsp;&nbsp; 4334 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 4106 | &nbsp;&nbsp; 4202 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp; 1471 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp; 1206 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico GO | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2041 | &nbsp;&nbsp;&nbsp;&nbsp;10351 | &nbsp;&nbsp; 10033 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 530 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp; 3679 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 9025 | &nbsp;&nbsp; 8754 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 4125 | &nbsp;&nbsp; 4001 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Puerto Rico Commonwealth Aqueduct & Sewer Authority Water Revenue | 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2042 | &nbsp;&nbsp;&nbsp;&nbsp; 2365 | &nbsp;&nbsp; 2294 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 | &nbsp;&nbsp; 1736 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue | 4.329% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp; 4130 | &nbsp;&nbsp; 4137 |
| **** |  |  |  |  | &nbsp;&nbsp; **51818** |
| **Virgin Islands (0.1%)** | **Virgin Islands (0.1%)** | **Virgin Islands (0.1%)** | **Virgin Islands (0.1%)** | **Virgin Islands (0.1%)** | **Virgin Islands (0.1%)** |
|  | &nbsp;&nbsp;&nbsp;Virgin Islands Transportation & Infrastructure Corp. Government Fund/Grant Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;Virgin Islands Transportation & Infrastructure Corp. Government Fund/Grant Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2301 |
|  | &nbsp;&nbsp;&nbsp;Virgin Islands Transportation & Infrastructure Corp. Government Fund/Grant Revenue | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1261 |
| **** |  |  |  |  | &nbsp;&nbsp; **4701** |
| **Total Tax-Exempt Municipal Bonds (Cost $3,512,095)** | **Total Tax-Exempt Municipal Bonds (Cost $3,512,095)** | **Total Tax-Exempt Municipal Bonds (Cost $3,512,095)** | **Total Tax-Exempt Municipal Bonds (Cost $3,512,095)** | **Total Tax-Exempt Municipal Bonds (Cost $3,512,095)** | **3544216** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
| **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** | **Puerto Rico (0.1%)** |
| &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico CVI | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;4477 | &nbsp;&nbsp; 3056 |
| &nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico CVI | 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;1736 | &nbsp;&nbsp; 1202 |
| **Total Taxable Municipal Bonds (Cost $3,794)** | **Total Taxable Municipal Bonds (Cost $3,794)** | **Total Taxable Municipal Bonds (Cost $3,794)** | **Total Taxable Municipal Bonds (Cost $3,794)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4258** |
| **Total Investments (99.5%) (Cost $3,515,889)** | **Total Investments (99.5%) (Cost $3,515,889)** | **Total Investments (99.5%) (Cost $3,515,889)** | **Total Investments (99.5%) (Cost $3,515,889)** | **3548474** |
| **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | &nbsp;&nbsp;&nbsp;&nbsp;**18736** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3567210** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| 1 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 2 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Inc. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At February 28, 2026, the aggregate value was $131,425, representing 3.7% of net assets. |
| 4 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 5 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
| 6 | Scheduled principal and interest payments are guaranteed by bank letter of credit. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 28, 2026. |
| 8 | Scheduled principal and interest payments are guaranteed by Federal Housing Authority. |
| 9 | Securities with a value of $801 have been segregated as initial margin for open futures contracts. |
|  | BAN—Bond Anticipation Note. |
|  | CVI—Contingent Value Instruments. |
|  | GO—General Obligation Bond. |
|  | Prere.—Prerefunded. |
|  | PUT—Put Option Obligation. |
|  | RAN—Revenue Anticipation Note. |
|  | TOB—Tender Option Bond. |
|  | VRDO—Variable Rate Demand Obligation. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | June 2026 | 121 | 25322 | &nbsp;&nbsp;29 |
| 5-Year U.S. Treasury Note | June 2026 | 189 | 20817 | &nbsp;&nbsp;62 |
| 10-Year U.S. Treasury Note | June 2026 | 70 | 7967 | &nbsp;&nbsp;37 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | 26 | 3035 | &nbsp;&nbsp;31 |
|  |  |  |  | &nbsp;&nbsp;159 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks | Over-the-Counter Swaps - Municipal Market Data Rate Locks |  |  |
| Termination<br> Date | &nbsp;&nbsp;&nbsp;Counterparty | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Buy/Sell | &nbsp;&nbsp;&nbsp;Reference<br> Index | &nbsp;&nbsp;&nbsp;Strike<br> Rate | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| 4/16/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;— |
| 4/22/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;— |
| 4/22/2026 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;— |
| 4/23/2026 | &nbsp;&nbsp;&nbsp;JPMC | &nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;5-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.380% | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;— |
| 4/30/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;10-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;— |
| 5/19/2026 | &nbsp;&nbsp;&nbsp;RBC | &nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;15-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;— |
| 5/19/2026 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;15-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;— |
| 6/4/2026 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;10-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;— |
| 6/9/2026 | &nbsp;&nbsp;&nbsp;MSBNA | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;Buy | &nbsp;&nbsp;&nbsp;10-Year MMD AAA General Obligation Scale | &nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;— |

---

JPMC—JPMorgan Chase Bank, N.A. <br> MSBNA—Morgan Stanley Bank, N.A. <br> RBC—Royal Bank of Canada.

------

At February 28, 2026, the counterparties had deposited in segregated accounts securities with a value of $1,834 in connection with open over-the-counter municipal market rate lock contracts.

**A.** Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using
the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Securities for
which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued
by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

**B.** Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add
value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in
market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the
counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has
entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing
changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

**C.** MMD Rate Locks: The fund enters into Municipal Market Data (MMD) Rate Lock contracts to lock in a specified municipal interest rate for a portion of the fund to preserve a return on a particular investment or a
portion of the fund as a duration management technique or to protect against market interest rate risk for anticipated purchase of municipal bonds. Under the terms of the contracts, both parties agree to make payments
to each other on a notional amount, contingent upon whether the reference index rate is above or below a strike rate on the termination date of the contract. The fund may buy (long) an MMD Rate Lock and if the
referenced MMD AAA Index is below the strike rate on the termination date, the counterparty will make a payment to the fund. If the MMD AAA Index is above the strike rate on the termination date, the fund will make a
payment to the counterparty. The fund may also sell (short) an MMD Rate Lock. The contract terms of a short position will move in the opposite direction as a long position.

The primary risk associated with MMD Rate Locks is that municipal yields will move in the opposite direction than anticipated by a fund, which would cause the fund to make payments to its counterparty in the transaction that could adversely affect the fund's performance. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

MMD Rate Locks are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the contracts are terminated, at which time realized gain (loss) is recorded.

**D.** Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used
to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

------

The following table summarizes the market value of the fund's investments and derivatives as of February 28, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Tax-Exempt Municipal Bonds |  | &nbsp;&nbsp;&nbsp;3544216 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3544216 |
| Taxable Municipal Bonds |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 |
| Total |  | &nbsp;&nbsp;&nbsp;3548474 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3548474 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;159 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2196 |
| Total | 159 | &nbsp;&nbsp;&nbsp;2196 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2355 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $3582519927.80

**Total Liabilities:** $23296688.85

**Net Assets:** $3559223238.95

**Delayed Delivery Securities:** $12253611.95

**Cash Not Reported:** $106434.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6687.37317767 | **1-Year:** -90916.71759635 | **5-Year:** -347707.65270135 | **10-Year:** -1205415.12234185 | **30-Year:** -685863.28116333

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

- **3-Month:** -29.63596379 | **1-Year:** -1164.79388613 | **5-Year:** -4334.30735824 | **10-Year:** -12140.86875319 | **30-Year:** -4398.00591698

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007887 | 0.10%                | 0.69%                | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-689097.44              | $-6099012.84                               |
| Month 2  | $330012.28               | $12377049.53                               |
| Month 3  | $373511.31               | $43474454.91                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                         | US 5YR NOTE (CBT) Jun26    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       189 | NC      | $62414.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | US 2YR NOTE (CBT) Jun26    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       121 | NC      | $28591.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | US 10YR NOTE (CBT)Jun26    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        70 | NC      | $36744.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acton & Boxborough Regional School District/MA                              | ACTON & BOXBOURGH MA       | CUSIP: 005050HC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $115106.48    | 0.00%             | 2043-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA-REF-A       | CUSIP: 02936TAN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $243602.22    | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA-REF-A       | CUSIP: 02936TAP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $235705.21    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA-REF-A       | CUSIP: 02936TAR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $287731.63    | 0.01%             | 2031-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Samoa Economic Development Authority                               | AMERICAN SAMOA -B          | CUSIP: 02936TAW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101501.16    | 0.00%             | 2045-09-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $994232.24    | 0.03%             | 2034-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $983847.62    | 0.03%             | 2035-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $961011.73    | 0.03%             | 2036-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $941918.27    | 0.03%             | 2037-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $914428.43    | 0.03%             | 2039-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286EQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1115000 | PA      | $903217.12    | 0.03%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286ER1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $816406.15    | 0.02%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1285333.70   | 0.04%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1375000 | PA      | $1239233.74   | 0.03%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Andover MA                                                          | ANDOVER TWN                | CUSIP: 034286KF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1127866.60   | 0.03%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2790000 | PA      | $2252321.80   | 0.06%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Arlington MA                                                        | ARLINGTON TWN              | CUSIP: 041609P69<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2218489.00   | 0.06%             | 2041-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND MA                 | CUSIP: 044357VL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1236072.75   | 0.03%             | 2051-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND TWN                | CUSIP: 044357WN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3180000 | PA      | $2597510.50   | 0.07%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Ashland MA                                                          | ASHLAND TWN                | CUSIP: 044357WT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2890000 | PA      | $2240762.66   | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Attleboro MA                                                        | ATTLEBORO                  | CUSIP: 0498435J0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3335000 | PA      | $2320531.35   | 0.07%             | 2050-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Town of Bedford MA                                                          | BEDFORD TWN                | CUSIP: 0762212M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1222472.88   | 0.03%             | 2030-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Wind Power Cooperative Corp                                       | BERKSHIRE WIND PWR-2       | CUSIP: 084719BC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1157844.13   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1986579.90   | 0.06%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Boston MA                                                           | BOSTON-A                   | CUSIP: 100853A42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2205000 | PA      | $1899489.53   | 0.05%             | 2037-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boston Water & Sewer Commission                                             | BOSTON MA WTR & SWR-B      | CUSIP: 101029UP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2775225.30   | 0.08%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN              | CUSIP: 1050254D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $387124.53    | 0.01%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1598124.76   | 0.04%             | 2032-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1433334.24   | 0.04%             | 2033-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1407940.16   | 0.04%             | 2034-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Town of Braintree MA                                                        | BRAINTREE TWN-REF          | CUSIP: 1050255V8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1903814.71   | 0.05%             | 2036-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgewater-Raynham Regional School District/MA                             | BRIDGEWATER-RAYNHAM        | CUSIP: 108691LS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $890590.80    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| County of Bristol MA                                                        | BRISTOL CO                 | CUSIP: 109889FQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6587342.30   | 0.19%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4425000 | PA      | $4532673.97   | 0.13%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4677490.22   | 0.13%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4400000 | PA      | $4455044.00   | 0.13%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3905000 | PA      | $3889556.90   | 0.11%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5570000 | PA      | $5423663.85   | 0.15%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6120000 | PA      | $5833230.26   | 0.16%             | 2051-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3322768.40   | 0.09%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6145000 | PA      | $5816016.36   | 0.16%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Plymouth Regional Vocational Technical School District/MA           | BRISTOL-PLYMOUTH SD        | CUSIP: 110156CX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $492084.15    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Brockton MA                                                         | BROCKTON                   | CUSIP: 111746LA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    830000 | PA      | $783931.10    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE MA               | CUSIP: 1137456L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3816667.56   | 0.11%             | 2035-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457R8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4782055.86   | 0.13%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457S6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6645000 | PA      | $5415391.26   | 0.15%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Brookline MA                                                        | BROOKLINE TWN -REF         | CUSIP: 1137457T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6755000 | PA      | $5414508.08   | 0.15%             | 2041-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $524347.38    | 0.01%             | 2041-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $525791.99    | 0.01%             | 2042-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $524132.05    | 0.01%             | 2043-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $522342.65    | 0.01%             | 2044-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835M74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $243565.67    | 0.01%             | 2046-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Burlington MA                                                       | BURLINGTON TWN-REF         | CUSIP: 121835N32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2565000 | PA      | $1892567.04   | 0.05%             | 2050-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Town of Canton MA                                                           | CANTON TWN                 | CUSIP: 138267R35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $134543.78    | 0.00%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $1133026.88   | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1361069.50   | 0.04%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Berkshire Regional School District/MA                               | CENT BERKSHIRE             | CUSIP: 152645GT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $668668.10    | 0.02%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673G5<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $881535.69    | 0.02%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Dedham MA                                                           | DEDHAM TWN                 | CUSIP: 2436673H3<br>LEI: 549300T2RPE961NCRY75 | Long             | DBT              | MUN               | US        |    880000 | PA      | $872975.14    | 0.02%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613HZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $831506.86    | 0.02%             | 2043-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Dennis-Yarmouth Regional School District                                    | DENNIS-YARMOUTH REGL       | CUSIP: 248613JC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3615000 | PA      | $2505641.45   | 0.07%             | 2046-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Spears/Lifers Trust                                           | TNDR OPT-FLTRS-8103        | CUSIP: 25155W7W3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19050000 | PA      | $19050000.00  | 0.54%             | 2055-07-01      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533US6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9633313.00   | 0.27%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EAST LONGMEADOW MA                                                          | E LONGMEADOW TWN           | CUSIP: 273533UX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $13953480.00  | 0.39%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1164070.14   | 0.03%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2125640.22   | 0.06%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Easthampton MA                                                      | EASTHAMPTON MA             | CUSIP: 277317NT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $66806.26     | 0.00%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $226489.62    | 0.01%             | 2037-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $976901.66    | 0.03%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    810000 | PA      | $665875.97    | 0.02%             | 2040-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587D65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $497844.78    | 0.01%             | 2041-10-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Easton MA                                                           | EASTON MA                  | CUSIP: 277587E31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2390000 | PA      | $1749386.79   | 0.05%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Everett MA                                                          | EVERETT MA                 | CUSIP: 299839J35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $251088.07    | 0.01%             | 2037-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972R2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $118183.18    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER MA              | CUSIP: 3062972U5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $73599.29     | 0.00%             | 2043-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER-BANS            | CUSIP: 3062977Y2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000139 | PA      | $5070174.45   | 0.14%             | 2027-01-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2241772.65   | 0.06%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2335000 | PA      | $2283591.94   | 0.06%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Fall River MA                                                       | FALL RIVER                 | CUSIP: 306297X64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85917.98     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Town of Foxborough MA                                                       | FOXBOROUGH-PURP LN         | CUSIP: 351640TG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1473034.99   | 0.04%             | 2041-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $898811.64    | 0.03%             | 2035-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1215000 | PA      | $976941.41    | 0.03%             | 2039-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1235000 | PA      | $970295.53    | 0.03%             | 2040-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Framingham MA                                                       | FRAMINGHAM                 | CUSIP: 351695BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1245000 | PA      | $960821.53    | 0.03%             | 2041-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604TT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $997018.81    | 0.03%             | 2039-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604UA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $766667.90    | 0.02%             | 2046-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Gardner MA                                                          | GARDNER                    | CUSIP: 365604VH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2930000 | PA      | $2831738.64   | 0.08%             | 2048-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $675837.06    | 0.02%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $675548.02    | 0.02%             | 2042-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713MJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    655000 | PA      | $485297.75    | 0.01%             | 2043-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Gloucester MA                                                       | GLOUCESTER                 | CUSIP: 379713QH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $804918.12    | 0.02%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3370000 | PA      | $3763223.40   | 0.11%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3309233.10   | 0.09%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greater Fall River Vocational School District                               | GREATER FALL REGL SD       | CUSIP: 391712AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3935000 | PA      | $4224881.22   | 0.12%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Guam Power Authority                                                        | GUAM PWR AUTH-A-REF        | CUSIP: 400653KK6<br>LEI: 549300IPOV320QCKW060 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62714.80     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Hingham MA                                                          | HINGHAM TWN-WTR BONDS      | CUSIP: 433344VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3254094.80   | 0.09%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Hudson MA                                                           | HUDSON TWN-BANS            | CUSIP: 443852WZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004958.70   | 0.03%             | 2026-06-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229AR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1521053.94   | 0.04%             | 2038-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2078745.32   | 0.06%             | 2051-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Lawrence MA                                                         | LAWRENCE                   | CUSIP: 520229CM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2175000 | PA      | $2077243.76   | 0.06%             | 2052-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $111037.51    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Leominster MA                                                       | LEOMINSTER                 | CUSIP: 526408S42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2950954.40   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284W49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1410604.89   | 0.04%             | 2038-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Lexington MA                                                        | LEXINGTON-MUNI PURP        | CUSIP: 529284X71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $389700.45    | 0.01%             | 2049-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1124732.89   | 0.03%             | 2040-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Lincoln MA                                                          | LINCOLN-SCH                | CUSIP: 533849PP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1039733.31   | 0.03%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Town of Littleton MA                                                        | LITTLETON TWN              | CUSIP: 537802VH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $203512.25    | 0.01%             | 2038-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Town of Longmeadow MA                                                       | LONGMEADOW TWN -REF        | CUSIP: 543077WA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1308184.74   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PB7<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2100000 | PA      | $2086627.62   | 0.06%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PF8<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1392242.40   | 0.04%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL MA -REF             | CUSIP: 547647PG6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1417228.19   | 0.04%             | 2041-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647QK6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1282420.23   | 0.04%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RQ2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   1040000 | PA      | $777349.14    | 0.02%             | 2042-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647RR0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    895000 | PA      | $648924.58    | 0.02%             | 2043-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UF2<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2243200.06   | 0.06%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UG0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2433098.28   | 0.07%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UP0<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |    705000 | PA      | $697618.79    | 0.02%             | 2048-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL-REF                 | CUSIP: 547647UU9<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $5411247.78   | 0.15%             | 2053-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Lowell MA                                                           | LOWELL                     | CUSIP: 547647VV6<br>LEI: 549300GXJ4CE6FSCJA35 | Long             | DBT              | MUN               | US        |   5295000 | PA      | $5116941.86   | 0.14%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $401577.68    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1387306.58   | 0.04%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3250000 | PA      | $3164142.15   | 0.09%             | 2049-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Collegiate Charter School of Lowell                                         | LOWELL COLLEGIATE          | CUSIP: 547649AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5490000 | PA      | $5232431.16   | 0.15%             | 2054-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Ludlow MA                                                           | LUDLOW TWN MA              | CUSIP: 549696SG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $188837.43    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN-A                     | CUSIP: 551563CS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $377763.74    | 0.01%             | 2044-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2138210.52   | 0.06%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2067443.41   | 0.06%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Lynn MA                                                             | LYNN                       | CUSIP: 551563FU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7495000 | PA      | $7056019.35   | 0.20%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Marblehead MA                                                       | MARBLEHEAD TWN             | CUSIP: 566081YW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $474299.15    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Marlborough MA                                                      | MARLBOROUGH-REF            | CUSIP: 5708843Q7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1431799.97   | 0.04%             | 2033-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513096.85    | 0.01%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513009.50    | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marthas Vineyard Land Bank                                                  | MARTHAS VINEYARD-REF       | CUSIP: 573100DW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512208.95    | 0.01%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-1      | CUSIP: 575577NY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1697206.76   | 0.05%             | 2041-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment Revenue               | MA BAY TRANS AUTH-A-2      | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10422180.00  | 0.29%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 5755792J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10738695.00  | 0.30%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579H34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2480000 | PA      | $2767392.82   | 0.08%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579J32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6020000 | PA      | $6310079.12   | 0.18%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579K97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $132270.69    | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $174350.04    | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1530073.75   | 0.04%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MASSACHUSETTS ST BAY       | CUSIP: 575579L96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1063453.30   | 0.03%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY TRANS AUTH       | CUSIP: 575579N45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11670000 | PA      | $11670000.00  | 0.33%             | 2052-07-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4805000 | PA      | $5371576.77   | 0.15%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $2606785.53   | 0.07%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2835000 | PA      | $3048893.66   | 0.09%             | 2048-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579Q91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6340000 | PA      | $5934961.49   | 0.17%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A-1      | CUSIP: 575579R25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12915000 | PA      | $13725430.46  | 0.39%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579U96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2824475.88   | 0.08%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRN SR-SER B        | CUSIP: 575579UK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $5174211.60   | 0.15%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5659955.50   | 0.16%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1169975.73   | 0.03%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579V53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2720329.99   | 0.08%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-A        | CUSIP: 575579W29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9405000 | PA      | $10077718.02  | 0.28%             | 2052-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS AUTH-B        | CUSIP: 575579W37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10682355.00  | 0.30%             | 2054-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3618800.70   | 0.10%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11934217.00  | 0.34%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA ST BAY AUTH-SER B       | CUSIP: 575579Z59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4785000 | PA      | $5625179.49   | 0.16%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6600731.90   | 0.19%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax Revenue                | MA BAY TRANS-A-REF         | CUSIP: 575579ZP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2753810.70   | 0.08%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA TRANSN-VAR-SR-A1        | CUSIP: 57563CBF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3115000 | PA      | $3115000.00   | 0.09%             | 2037-01-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA TRANSN-A-2-VAR-SR       | CUSIP: 57563CCZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $260000.00    | 0.01%             | 2037-01-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS TRANS        | CUSIP: 57563CDS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1709913.45   | 0.05%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MASSACHUSETTS ST DEPT      | CUSIP: 57563CES7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3512051.47   | 0.10%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN       | CUSIP: 57563CFL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36300000 | PA      | $36300000.00  | 1.02%             | 2039-01-01      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue | MA ST DEPT TRANSPRTN       | CUSIP: 57563CFN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2500000.00   | 0.07%             | 2039-01-01      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-C           | CUSIP: 57563UAA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2346724.25   | 0.07%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A-1         | CUSIP: 57563WAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11500000 | PA      | $11511619.60  | 0.32%             | 2060-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MA MUNI WHOLESALE -A       | CUSIP: 575766AV2<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    680000 | PA      | $626353.64    | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Municipal Wholesale Electric Co                               | MASSACHUSETTS MUNI-A       | CUSIP: 575766BP4<br>LEI: 549300CFLHW0OYBX9C89 | Long             | DBT              | MUN               | US        |    510000 | PA      | $550894.45    | 0.02%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST 22      | CUSIP: 575829FQ4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4865000 | PA      | $5222332.79   | 0.15%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GE0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |    240000 | PA      | $227150.33    | 0.01%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA ST CLEAN WTR TRUST      | CUSIP: 575829GF7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1635000 | PA      | $1516308.97   | 0.04%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NG7<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4378756.13   | 0.12%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26A      | CUSIP: 575829NK8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   1725000 | PA      | $1963656.34   | 0.06%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NQ5<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3305000 | PA      | $3721409.84   | 0.10%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NR3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3895412.85   | 0.11%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRST-26B      | CUSIP: 575829NS1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3661163.49   | 0.10%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PK6<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3750000 | PA      | $4273393.88   | 0.12%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PL4<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2320000 | PA      | $2699199.36   | 0.08%             | 2032-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PV2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   4350000 | PA      | $5064156.47   | 0.14%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PW0<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   3425000 | PA      | $3944125.20   | 0.11%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PX8<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5694227.00   | 0.16%             | 2043-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PY6<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11236008.00  | 0.32%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829PZ3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5552699.50   | 0.16%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829QC3<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2159024.00   | 0.06%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829QD1<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2146734.20   | 0.06%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Clean Water Trust/The                                         | MA CLEAN WTR TRUST-27      | CUSIP: 575829QH2<br>LEI: 549300SYPEROLSQU0261 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5291148.50   | 0.15%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582R2F2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3122009.70   | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582R2S4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2445000 | PA      | $2866901.87   | 0.08%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582R2Z8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1195000 | PA      | $1261248.77   | 0.04%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-B-REF                | CUSIP: 57582R3K0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $3559063.04   | 0.10%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-C               | CUSIP: 57582R3Y0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  11630000 | PA      | $12490885.16  | 0.35%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4C7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5251380.50   | 0.15%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4D5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13550000 | PA      | $14191341.83  | 0.40%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4E3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  17000000 | PA      | $17772593.90  | 0.50%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-D      | CUSIP: 57582R4F0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5223212.00   | 0.15%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4W3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4135000 | PA      | $4731130.96   | 0.13%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C-REF        | CUSIP: 57582R4X1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16000000 | PA      | $18134660.80  | 0.51%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5F9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    685000 | PA      | $818739.40    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5P7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5550000 | PA      | $6223771.11   | 0.17%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5Q5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10562188.00  | 0.30%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R5R3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  41355000 | PA      | $43214552.39  | 1.21%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6A9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    595000 | PA      | $709478.77    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6D3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4525000 | PA      | $5251901.88   | 0.15%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582R6F8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2430000 | PA      | $2785701.21   | 0.08%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6U5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    500000 | PA      | $589863.55    | 0.02%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6V3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6150000 | PA      | $7173969.47   | 0.20%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6W1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3735000 | PA      | $4327484.92   | 0.12%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R6Y7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2795000 | PA      | $3195042.20   | 0.09%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582R7A8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  14605000 | PA      | $16444127.32  | 0.46%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R7T7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2268132.25   | 0.06%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R7V2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    240000 | PA      | $261463.44    | 0.01%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-B         | CUSIP: 57582R8A7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5745000 | PA      | $6012538.91   | 0.17%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA30<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3670000 | PA      | $3403848.30   | 0.10%             | 2034-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA48<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $364985.60    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RA63<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    990000 | PA      | $798132.06    | 0.02%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA71<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10120000 | PA      | $8015767.63   | 0.23%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6255000 | PA      | $4862081.56   | 0.14%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH -C               | CUSIP: 57582RB21<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9010000 | PA      | $6528905.49   | 0.18%             | 2050-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC61<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    230000 | PA      | $231053.93    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC79<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3380000 | PA      | $3738486.52   | 0.11%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RC87<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1447646.42   | 0.04%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD29<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8310000 | PA      | $7942227.65   | 0.22%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD37<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $217639.76    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD45<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2895000 | PA      | $3141165.03   | 0.09%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD52<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4570000 | PA      | $4816890.14   | 0.14%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RD78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1004711.56   | 0.03%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RFP6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13000000 | PA      | $13000582.40  | 0.37%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH25<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $729779.25    | 0.02%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH33<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3605000 | PA      | $3428086.43   | 0.10%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH41<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7170000 | PA      | $6655800.58   | 0.19%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH66<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $8490840.08   | 0.24%             | 2041-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RH82<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2275000 | PA      | $2048119.03   | 0.06%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RJL1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9200000 | PA      | $8379065.60   | 0.24%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK39<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  12155000 | PA      | $12858136.36  | 0.36%             | 2045-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RK47<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8595000 | PA      | $8883872.79   | 0.25%             | 2050-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS              | CUSIP: 57582RKA3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3495000 | PA      | $3527374.53   | 0.10%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-G         | CUSIP: 57582RLK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1216505.91   | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1223588.84   | 0.03%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RM78<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1222031.42   | 0.03%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-J         | CUSIP: 57582RMD5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15256.35     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMQ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3775000 | PA      | $3889575.03   | 0.11%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMS2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $7203705.60   | 0.20%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-A         | CUSIP: 57582RMW3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3540000 | PA      | $3622751.75   | 0.10%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA ST-A                    | CUSIP: 57582RN36<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4033163.50   | 0.11%             | 2040-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN77<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $2102350.44   | 0.06%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN85<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6005000 | PA      | $4665485.67   | 0.13%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RN93<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3730000 | PA      | $2266077.58   | 0.06%             | 2050-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-B                | CUSIP: 57582RP26<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6700000 | PA      | $4119933.85   | 0.12%             | 2051-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPC4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1910000 | PA      | $1958957.31   | 0.06%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPE0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10237.63     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-D         | CUSIP: 57582RPH3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    125000 | PA      | $124542.68    | 0.00%             | 2039-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RQJ8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $7108806.70   | 0.20%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RQY5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4205474.80   | 0.12%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RQZ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4203838.40   | 0.12%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582RRM0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4490000 | PA      | $4595072.29   | 0.13%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUL8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6520000 | PA      | $6888582.12   | 0.19%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-E         | CUSIP: 57582RUM6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  27750000 | PA      | $29117361.83  | 0.82%             | 2043-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSSETS-B            | CUSIP: 57582RV60<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    245000 | PA      | $226012.62    | 0.01%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVP8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2008083.06   | 0.06%             | 2033-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST           | CUSIP: 57582RVX1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10955000 | PA      | $11514712.86  | 0.32%             | 2044-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    610000 | PA      | $652104.34    | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWT9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4784153.40   | 0.13%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWU6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10589021.00  | 0.30%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWV4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   5035000 | PA      | $5308272.61   | 0.15%             | 2043-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWW2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2098721.40   | 0.06%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS ST-C         | CUSIP: 57582RWX0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1026170.14   | 0.03%             | 2045-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX35<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    175000 | PA      | $200969.69    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RX43<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    910000 | PA      | $1038164.13   | 0.03%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-D            | CUSIP: 57582RXC5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6540000 | PA      | $6566044.90   | 0.18%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10270000 | PA      | $11013436.06  | 0.31%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY42<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4665000 | PA      | $4943697.83   | 0.14%             | 2052-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMWLTH-      | CUSIP: 57582RY59<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9085000 | PA      | $9450680.34   | 0.27%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | CWLTH OF MASSACHUSETT      | CUSIP: 57582RZ90<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3360000 | PA      | $3582252.58   | 0.10%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAE2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   7800000 | PA      | $9260807.40   | 0.26%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAF9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   8650000 | PA      | $10149193.78  | 0.29%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMN-C        | CUSIP: 57582TAG7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11648682.00  | 0.33%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAQ5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  16240000 | PA      | $17043056.63  | 0.48%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMWLTH-E                | CUSIP: 57582TAR3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2990000 | PA      | $3132853.23   | 0.09%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-H      | CUSIP: 57582TBQ4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    305000 | PA      | $351143.63    | 0.01%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS CMNWL-H      | CUSIP: 57582TBT8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3945000 | PA      | $4424732.12   | 0.12%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-I               | CUSIP: 57582TCD2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3220000 | PA      | $3384349.77   | 0.10%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A            | CUSIP: 57582TCS9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  22250000 | PA      | $23342305.90  | 0.66%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-A-REF        | CUSIP: 57582TDA7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2875000 | PA      | $3494835.91   | 0.10%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDM1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9715000 | PA      | $11077926.09  | 0.31%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDQ2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3885000 | PA      | $4271173.66   | 0.12%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MASSACHUSETTS-C            | CUSIP: 57582TDS8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  11155000 | PA      | $12020399.32  | 0.34%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFA5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3280000 | PA      | $3654497.94   | 0.10%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFF4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10655793.00  | 0.30%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-F               | CUSIP: 57582TFJ6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4245000 | PA      | $4482731.04   | 0.13%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TFY3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $2144395.13   | 0.06%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TFZ0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   9585000 | PA      | $10991673.51  | 0.31%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TGA4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10575000 | PA      | $11985435.34  | 0.34%             | 2043-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TGB2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10290000 | PA      | $11499503.06  | 0.32%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TGC0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1567500.09   | 0.04%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TGD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    150000 | PA      | $163598.25    | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TGE6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10745000 | PA      | $11615597.51  | 0.33%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-G               | CUSIP: 57582TGG1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  27000000 | PA      | $28403171.10  | 0.80%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582TGW6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4561163.60   | 0.13%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582TGX4<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $2232527.42   | 0.06%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582TGY2<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2560000 | PA      | $2847853.57   | 0.08%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582TGZ9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2385700.60   | 0.07%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                               | MA CMNWLTH-B-REF           | CUSIP: 57582THA3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1830000 | PA      | $1988808.50   | 0.06%             | 2046-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH        | CUSIP: 5758326R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $280357.07    | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG BLDG AUTH-B         | CUSIP: 575832E22<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $692706.26    | 0.02%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG REF-SER B           | CUSIP: 575832KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1959343.22   | 0.06%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA CLG REF-SER B           | CUSIP: 575832KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4725000 | PA      | $5906089.35   | 0.17%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH-A      | CUSIP: 575832Y61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1280000 | PA      | $991601.79    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts State College Building Authority                              | MA ST CLG BLDG AUTH-A      | CUSIP: 575832Y87<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $965650.09    | 0.03%             | 2043-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583FFX4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1770355.29   | 0.05%             | 2039-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583FFZ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  11130000 | PA      | $12006417.38  | 0.34%             | 2059-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV WGBH EDL-SER A      | CUSIP: 57583FZE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7600000 | PA      | $9156767.28   | 0.26%             | 2042-01-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-VAR-K1           | CUSIP: 57583R6H3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5835000 | PA      | $5835000.00   | 0.16%             | 2046-07-01      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-BOSTON UNIV       | CUSIP: 57583RCC7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1222484.96   | 0.03%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV VAR-BOSTON-U6E      | CUSIP: 57583RWD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14260000 | PA      | $14260000.00  | 0.40%             | 2042-10-01      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1389736.86   | 0.04%             | 2032-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2541678.26   | 0.07%             | 2033-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-B-ZERO CPN       | CUSIP: 57583RXW0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4080000 | PA      | $2694276.55   | 0.08%             | 2038-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-D          | CUSIP: 57583U6R4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1250646.38   | 0.04%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-MERRIMACK       | CUSIP: 57583UL48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14015000 | PA      | $14016798.12  | 0.39%             | 2044-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-G           | CUSIP: 57583UVQ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $149988.51    | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A          | CUSIP: 57583XCP5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1465283 | PA      | $1127218.37   | 0.03%             | 2042-01-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503467.75    | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    320000 | PA      | $321447.49    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    345000 | PA      | $345793.02    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FING AGY-A          | CUSIP: 57584FKR0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1015000 | PA      | $965605.63    | 0.03%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    315000 | PA      | $315724.06    | 0.01%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLV0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $809733.71    | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584FLX6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    840000 | PA      | $798066.36    | 0.02%             | 2039-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3X7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1766484.60   | 0.05%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X3Y5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7150000 | PA      | $6036057.17   | 0.17%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584X4P3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8530000 | PA      | $8338858.91   | 0.23%             | 2057-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5J6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251480.20    | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5K3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1450734.15   | 0.04%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57584X5L1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3975000 | PA      | $3726242.51   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Y2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2724927.06   | 0.08%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X6Z9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $128562.00    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8M6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5395000 | PA      | $5654889.02   | 0.16%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8Q7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1880000 | PA      | $1964387.56   | 0.06%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8S3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10950000 | PA      | $11128523.33  | 0.31%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8T1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1521082.20   | 0.04%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8U8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1037971.40   | 0.03%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584X8V6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8000876.00   | 0.22%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN-K1              | CUSIP: 57584XAN1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $295276.23    | 0.01%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XC74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507251.45    | 0.01%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $2926301.63   | 0.08%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-REF      | CUSIP: 57584XCG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1285124.26   | 0.04%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD24<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    700000 | PA      | $708616.79    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $293290.78    | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD57<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5745000 | PA      | $5699925.30   | 0.16%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XD65<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3330000 | PA      | $3348161.49   | 0.09%             | 2042-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XDR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500503.35    | 0.01%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XDS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1695000 | PA      | $1696659.74   | 0.05%             | 2032-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-DEXTER      | CUSIP: 57584XEE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001040.70   | 0.03%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1016459.40   | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1219161.12   | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASS DEV FIN AGY-K         | CUSIP: 57584XF63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011043.00   | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XGX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    165000 | PA      | $165160.94    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XGZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    965000 | PA      | $965824.11    | 0.03%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XH87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1434092.07   | 0.04%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XH95<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1503802.86   | 0.04%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1225952.93   | 0.03%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1285927.77   | 0.04%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175111.97    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHD6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2660575.89   | 0.07%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XHE4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4950000 | PA      | $4846172.76   | 0.14%             | 2045-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T           | CUSIP: 57584XJ93<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    175000 | PA      | $179859.87    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4910000 | PA      | $4938341.50   | 0.14%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1158618.33   | 0.03%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3385000 | PA      | $3408484.11   | 0.10%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJV4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $604316.76    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJW2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1565000 | PA      | $1576251.10   | 0.04%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XJY8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2416676.40   | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-T           | CUSIP: 57584XK26<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112912.33    | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $788761.52    | 0.02%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1321155.81   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL82<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2153903.68   | 0.06%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XL90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1523122.65   | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XM73<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $732026.70    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XMS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1821571.69   | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1596350.82   | 0.04%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $2401031.05   | 0.07%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1376129.38   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $256097.32    | 0.01%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $707977.00    | 0.02%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNL1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    890000 | PA      | $893441.72    | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-I           | CUSIP: 57584XNN7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18055000 | PA      | $18073396.24  | 0.51%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017095.80   | 0.03%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNV9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2032465.60   | 0.06%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  18305000 | PA      | $18512706.84  | 0.52%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57584XNZ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1610000 | PA      | $1618832.78   | 0.05%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XPZ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5245000 | PA      | $4404419.52   | 0.12%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    725000 | PA      | $727336.60    | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2110000 | PA      | $2112236.81   | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XQ87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3860000 | PA      | $3799621.88   | 0.11%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584XRV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    210000 | PA      | $189484.26    | 0.01%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $279204.92    | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT50<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4695044.63   | 0.13%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT68<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4725000 | PA      | $4886009.57   | 0.14%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XT92<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1546791.90   | 0.04%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU25<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $154418.42    | 0.00%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU41<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025523.30   | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU58<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    630000 | PA      | $644814.14    | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XU74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $172389.76    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XUM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $309030.36    | 0.01%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XUR0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010995.40   | 0.03%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1225898.46   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVR9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1160000 | PA      | $1163202.41   | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584XVS7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4940000 | PA      | $4948476.55   | 0.14%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWE7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503165.25    | 0.01%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWF4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3960000 | PA      | $3980900.48   | 0.11%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2012196.00   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWH0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3118475.38   | 0.09%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3469939.28   | 0.10%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWK3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2120000 | PA      | $2131703.88   | 0.06%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-E           | CUSIP: 57584XWP2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    645000 | PA      | $647633.60    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584XWV9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1508579.25   | 0.04%             | 2046-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584XYD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $12191064.00  | 0.34%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1235000 | PA      | $1242443.47   | 0.03%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584XZZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3007540.80   | 0.08%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584Y2L2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3275000 | PA      | $2701557.65   | 0.08%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2R9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $605391.42    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2S7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1084972.90   | 0.03%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -REF        | CUSIP: 57584Y2T5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028581.50   | 0.03%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV FIN      | CUSIP: 57584Y2Y4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6915000 | PA      | $8131698.40   | 0.23%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584Y4H9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $256317.95    | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584Y4U0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $272180.85    | 0.01%             | 2052-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-FF               | CUSIP: 57584Y5N5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8820000 | PA      | $9299629.84   | 0.26%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6D6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299870.79    | 0.01%             | 2036-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6E4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    545000 | PA      | $537959.53    | 0.02%             | 2037-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6F1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    765000 | PA      | $745632.11    | 0.02%             | 2038-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57584Y6G9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    480000 | PA      | $464002.56    | 0.01%             | 2039-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7J2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12770000 | PA      | $14561098.49  | 0.41%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-M        | CUSIP: 57584Y7K9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9270000 | PA      | $10733183.29  | 0.30%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7V5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1970000 | PA      | $2178007.18   | 0.06%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7W3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2090000 | PA      | $2288205.99   | 0.06%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-D-REF       | CUSIP: 57584Y7Y9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1174857.57   | 0.03%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-1        | CUSIP: 57584Y8H5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20470000 | PA      | $20470000.00  | 0.58%             | 2048-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-U-2        | CUSIP: 57584Y8K8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  17020000 | PA      | $17020000.00  | 0.48%             | 2048-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1780000 | PA      | $1834099.54   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3083514.90   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1055000 | PA      | $1084346.94   | 0.03%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YAD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2537912.40   | 0.07%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBU2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10237.85     | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57584YBZ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $147428.59    | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC56<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1860918.25   | 0.05%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1858276.67   | 0.05%             | 2038-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YC72<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1881401.84   | 0.05%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YCX5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182961.88    | 0.01%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YD22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12485000 | PA      | $10068387.17  | 0.28%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1606725.05   | 0.05%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YDJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3080000 | PA      | $3113037.62   | 0.09%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YEW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    280000 | PA      | $284281.37    | 0.01%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YEX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    255000 | PA      | $263708.45    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     50000 | PA      | $53635.13     | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YF87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    150000 | PA      | $163775.16    | 0.00%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $313984.11    | 0.01%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFF1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    825000 | PA      | $844399.46    | 0.02%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFG9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510655.55    | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFH7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    405000 | PA      | $412750.49    | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YFK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1095839.06   | 0.03%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG29<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    650000 | PA      | $716557.27    | 0.02%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG37<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    300000 | PA      | $329517.69    | 0.01%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $552099.13    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    415000 | PA      | $451163.18    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    350000 | PA      | $378362.04    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107423.15    | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YG94<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2373591.41   | 0.07%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YGP8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    555000 | PA      | $580461.24    | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YGQ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6185000 | PA      | $6390497.86   | 0.18%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2502624.75   | 0.07%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YHJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9855000 | PA      | $9368220.16   | 0.26%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J1          | CUSIP: 57584YJG5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5055000 | PA      | $5188955.98   | 0.15%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJJ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    110000 | PA      | $116488.67    | 0.00%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJL4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    770000 | PA      | $814478.51    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJM2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2643688.07   | 0.07%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5375000 | PA      | $5640413.20   | 0.16%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4415000 | PA      | $4620170.79   | 0.13%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN -J2          | CUSIP: 57584YJU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5350000 | PA      | $5491773.40   | 0.15%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YK32<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6035000 | PA      | $5738910.83   | 0.16%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YL64<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1258245.60   | 0.04%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLW7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1083691.66   | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLX5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1185000 | PA      | $1187286.69   | 0.03%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YLY3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    125000 | PA      | $125054.98    | 0.00%             | 2032-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    340000 | PA      | $342600.66    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    355000 | PA      | $357566.58    | 0.01%             | 2030-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YM89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    370000 | PA      | $372444.00    | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMA4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    385000 | PA      | $380829.06    | 0.01%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-L           | CUSIP: 57584YMB2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    540000 | PA      | $532981.94    | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1794722.48   | 0.05%             | 2028-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMH9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4040000 | PA      | $4165115.16   | 0.12%             | 2038-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-LINDEN      | CUSIP: 57584YMJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  15865000 | PA      | $16107479.07  | 0.45%             | 2046-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YMV8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101404.20    | 0.00%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $4350710.99   | 0.12%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3297768.40   | 0.09%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YN54<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  24620000 | PA      | $26985403.43  | 0.76%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FINANCE AGENCY      | CUSIP: 57584YN62<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    950000 | PA      | $871145.06    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FINANCE AGENCY      | CUSIP: 57584YN70<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3927028.91   | 0.11%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YNB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1858493.80   | 0.05%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YNC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8750000 | PA      | $7874167.00   | 0.22%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP45<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1218101.40   | 0.03%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1454212.76   | 0.04%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP60<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    775000 | PA      | $822933.13    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP78<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    105000 | PA      | $113768.21    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -I-REF      | CUSIP: 57584YP86<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1103992.10   | 0.03%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    685000 | PA      | $703516.92    | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9796.40      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3355000 | PA      | $3359726.86   | 0.09%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YQK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  21305000 | PA      | $19019154.59  | 0.53%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR43<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1265000 | PA      | $1414315.29   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YR76<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1826602.75   | 0.05%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRQ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1579345.07   | 0.04%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRR2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1619140.16   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AUTH-REF        | CUSIP: 57584YRS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1703408.96   | 0.05%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YSZ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1459893.11   | 0.04%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV-VAR-K2-REMK      | CUSIP: 57584YT33<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  23050000 | PA      | $23050000.00  | 0.65%             | 2046-07-01      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT66<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $445146.27    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57584YT74<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1269634.07   | 0.04%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YT90<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2870000 | PA      | $2950350.53   | 0.08%             | 2031-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTA7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2495000 | PA      | $2695195.56   | 0.08%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1087365.29   | 0.03%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTC3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1690000 | PA      | $1814530.35   | 0.05%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTD1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1349217.07   | 0.04%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTF6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1061777.20   | 0.03%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    455000 | PA      | $481384.13    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    275000 | PA      | $289341.09    | 0.01%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTP4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1101233.00   | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTT6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1086658.16   | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTU3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4955000 | PA      | $4960009.51   | 0.14%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YTV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1911331.60   | 0.05%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57584YU31<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $485159.42    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YU98<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    185000 | PA      | $186841.34    | 0.01%             | 2026-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV22<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205991.68    | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    220000 | PA      | $230857.62    | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV48<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    245000 | PA      | $261613.67    | 0.01%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV55<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    435000 | PA      | $471723.18    | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV63<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    735000 | PA      | $807693.71    | 0.02%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV71<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2215000 | PA      | $2298030.38   | 0.06%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YV89<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    445000 | PA      | $449468.07    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN                 | CUSIP: 57584YVP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1134507.54   | 0.03%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV-P-AG                | CUSIP: 57584YVT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6075000 | PA      | $6658193.93   | 0.19%             | 2059-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YW21<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2160000 | PA      | $1917971.57   | 0.05%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REV         | CUSIP: 57584YW39<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $1470039.91   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWB1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    485000 | PA      | $491885.30    | 0.01%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    505000 | PA      | $520600.36    | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $551528.24    | 0.02%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWE5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    560000 | PA      | $577307.02    | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    290000 | PA      | $298959.61    | 0.01%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    970000 | PA      | $949801.59    | 0.03%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1353058.60   | 0.04%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5671813.50   | 0.16%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -A-1        | CUSIP: 57584YWK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3070000 | PA      | $3346859.05   | 0.09%             | 2050-07-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YWY1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6190000 | PA      | $6659212.52   | 0.19%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX53<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $1473664.73   | 0.04%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX61<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     60000 | PA      | $57699.38     | 0.00%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX79<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4640000 | PA      | $4204854.77   | 0.12%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YX87<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13745000 | PA      | $10849174.54  | 0.30%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YXC8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3990000 | PA      | $4030628.97   | 0.11%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYG8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3095000 | PA      | $2717855.06   | 0.08%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYH6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2695000 | PA      | $2308936.40   | 0.06%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYJ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1562159.12   | 0.04%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYK9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4190000 | PA      | $3887299.32   | 0.11%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYL7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     65000 | PA      | $56445.53     | 0.00%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YYM5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    120000 | PA      | $82753.34     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST DEV       | CUSIP: 57584YZH5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    535000 | PA      | $648130.03    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY -T          | CUSIP: 57585BAC2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   8445000 | PA      | $7932491.53   | 0.22%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAL2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $119305.69    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BAM0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9375000 | PA      | $10534970.63  | 0.30%             | 2036-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY          | CUSIP: 57585BBQ0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3717976.61   | 0.10%             | 2054-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBR8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1511079.08   | 0.04%             | 2034-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBS6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5265000 | PA      | $5381459.69   | 0.15%             | 2044-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGENCY-A        | CUSIP: 57585BBU1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3300000 | PA      | $3198628.29   | 0.09%             | 2060-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-3         | CUSIP: 57585BDA3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    900000 | PA      | $900338.31    | 0.03%             | 2029-12-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1533088.81   | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    575000 | PA      | $595156.63    | 0.02%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    600000 | PA      | $632824.80    | 0.02%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    520000 | PA      | $557378.74    | 0.02%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    200000 | PA      | $217282.90    | 0.01%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BDL9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $274745.38    | 0.01%             | 2032-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEJ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1065000 | PA      | $1214609.60   | 0.03%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEK0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1149702.20   | 0.03%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEL8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2309606.80   | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1881051.46   | 0.05%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2266331.00   | 0.06%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1852193.64   | 0.05%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1501455.56   | 0.04%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BER5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2197988.40   | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-1         | CUSIP: 57585BEY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   9535000 | PA      | $9054110.86   | 0.25%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-2         | CUSIP: 57585BEZ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12735000 | PA      | $14688890.30  | 0.41%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BFD5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1990779.40   | 0.06%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFT0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2833624.34   | 0.08%             | 2031-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFV5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $3015262.38   | 0.08%             | 2032-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFX1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2770000 | PA      | $3207503.22   | 0.09%             | 2033-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BFZ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $3400529.10   | 0.10%             | 2034-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGF9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $8352008.00   | 0.23%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGG7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4729401.20   | 0.13%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGJ1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $8706087.75   | 0.24%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-1         | CUSIP: 57585BGK8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4855000 | PA      | $5597395.53   | 0.16%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BGM4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1220000 | PA      | $1223500.91   | 0.03%             | 2041-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGQ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  21680000 | PA      | $23077742.12  | 0.65%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B-2         | CUSIP: 57585BGR3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $12789039.37  | 0.36%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-1      | CUSIP: 57585BGT9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  46345000 | PA      | $53489990.11  | 1.50%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-A-2      | CUSIP: 57585BGU6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  30145000 | PA      | $36532387.88  | 1.03%             | 2055-05-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHB7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4657228.80   | 0.13%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHC5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5912266.50   | 0.17%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $6001340.00   | 0.17%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHL5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3097178.94   | 0.09%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BHM3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1657971.02   | 0.05%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1186484.64   | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1256443.66   | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1335478.09   | 0.04%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJN9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1413363.82   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY             | CUSIP: 57585BJQ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1279545.66   | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJV1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1110271.20   | 0.03%             | 2040-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJW9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1099413.90   | 0.03%             | 2041-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJX7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1089010.90   | 0.03%             | 2042-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJY5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1076859.10   | 0.03%             | 2043-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BJZ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1065656.30   | 0.03%             | 2044-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKA5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1579780.50   | 0.04%             | 2045-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-B           | CUSIP: 57585BKC1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13060000 | PA      | $14327740.73  | 0.40%             | 2055-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BKD9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  20795000 | PA      | $25127686.08  | 0.71%             | 2055-11-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-REF      | CUSIP: 57585BKG2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    250000 | PA      | $263172.83    | 0.01%             | 2045-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-REF      | CUSIP: 57585BKJ6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9951101.00   | 0.28%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS DEV-AG       | CUSIP: 57585BLC0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10370000 | PA      | $9195398.40   | 0.26%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MASSACHUSETTS ST-AG        | CUSIP: 57585BLD8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $306122.31    | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-AG          | CUSIP: 57585BLE6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2985000 | PA      | $2987333.67   | 0.08%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY-N        | CUSIP: 57585BLF3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5320000 | PA      | $5427734.26   | 0.15%             | 2041-07-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLJ5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1178297.27   | 0.03%             | 2027-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLK2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1313886.10   | 0.04%             | 2028-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLL0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1115000 | PA      | $1199808.24   | 0.03%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLM8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    665000 | PA      | $728382.21    | 0.02%             | 2030-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLN6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    695000 | PA      | $772474.43    | 0.02%             | 2031-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLP1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    705000 | PA      | $793878.01    | 0.02%             | 2032-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLQ9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    580000 | PA      | $659557.67    | 0.02%             | 2033-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLR7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    605000 | PA      | $694219.83    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLS5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    635000 | PA      | $731134.94    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLT3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    580000 | PA      | $661688.19    | 0.02%             | 2036-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BLU0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    610000 | PA      | $689730.60    | 0.02%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BMC9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    960000 | PA      | $1046520.48   | 0.03%             | 2050-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-REF         | CUSIP: 57585BMD7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2167369.60   | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BME5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $566679.00    | 0.02%             | 2032-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMF2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $573565.65    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMG0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $579202.75    | 0.02%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMH8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $583313.85    | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMJ4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $578104.50    | 0.02%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMK1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1145697.10   | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BML9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    500000 | PA      | $568301.40    | 0.02%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMU9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1694988.64   | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMV7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3375000 | PA      | $3532660.43   | 0.10%             | 2055-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMW5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5890000 | PA      | $6159598.26   | 0.17%             | 2060-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA ST DEV FIN AGY          | CUSIP: 57585BMX3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5775000 | PA      | $6039334.46   | 0.17%             | 2065-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-K           | CUSIP: 57585BNA2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1384089.69   | 0.04%             | 2045-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-K           | CUSIP: 57585BNB0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  13715000 | PA      | $14411073.28  | 0.40%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNM6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4445080.40   | 0.12%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNN4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2030000 | PA      | $2297555.02   | 0.06%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNP9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2345000 | PA      | $2697545.66   | 0.08%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNQ7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1433735.48   | 0.04%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNR5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1886076.32   | 0.05%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNS3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1640000 | PA      | $1948019.72   | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNT1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3873897.31   | 0.11%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNV6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2685000 | PA      | $3066158.04   | 0.09%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNX2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3850000 | PA      | $4332254.08   | 0.12%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BNY0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $7156811.35   | 0.20%             | 2044-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPA0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1625099.98   | 0.05%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPB8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10904415.00  | 0.31%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPC6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  30925000 | PA      | $32952913.06  | 0.93%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BPD4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  12775000 | PA      | $13763276.56  | 0.39%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BQD3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2386379.25   | 0.07%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-N-REF       | CUSIP: 57585BQE1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |  14410000 | PA      | $16494454.05  | 0.46%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRC4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    220000 | PA      | $233913.57    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRQ3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3255000 | PA      | $3639700.96   | 0.10%             | 2043-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRR1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3965000 | PA      | $4378297.72   | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRS9<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4555000 | PA      | $4968015.52   | 0.14%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRT7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5530000 | PA      | $5963549.79   | 0.17%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRU4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   4290000 | PA      | $4592460.02   | 0.13%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-F           | CUSIP: 57585BRV2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5345000 | PA      | $5690512.02   | 0.16%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSB5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   3805000 | PA      | $4135440.28   | 0.12%             | 2029-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSG4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1934788.65   | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSH2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1835000 | PA      | $2168622.63   | 0.06%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSJ8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1158358.30   | 0.03%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSK5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    935000 | PA      | $1075204.28   | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSL3<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    930000 | PA      | $1061230.16   | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-H           | CUSIP: 57585BSM1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    890000 | PA      | $1006515.06   | 0.03%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BSZ2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1152705.55   | 0.03%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BTA6<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1197037.55   | 0.03%             | 2041-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BTB4<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1750259.12   | 0.05%             | 2042-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BTD0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2380000 | PA      | $2569604.60   | 0.07%             | 2044-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                    | MA DEV FIN AGY-A           | CUSIP: 57585BTF5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   5460000 | PA      | $5905521.80   | 0.17%             | 2049-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-VAR-J1-MA INST      | CUSIP: 57585KSW9<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1000000.00   | 0.03%             | 2031-07-01      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-F3-VAR-PTNRS        | CUSIP: 57586CGB5<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   2660000 | PA      | $2660000.00   | 0.07%             | 2040-07-01      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E FACS AUTH           | CUSIP: 57586CT21<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $3550160.64   | 0.10%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-MUSEUM-A1       | CUSIP: 57586CV69<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  18700000 | PA      | $18700000.00  | 0.53%             | 2037-12-01      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA HLTH & ED-A-REMK        | CUSIP: 57586EGS4<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3500054.25   | 0.10%             | 2030-11-01      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-PTNRS-P1        | CUSIP: 57586EHT1<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   8200000 | PA      | $8200000.00   | 0.23%             | 2027-07-01      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-PTNRS-P2        | CUSIP: 57586EHU8<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   9700000 | PA      | $9700000.00   | 0.27%             | 2027-07-01      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E VAR-J2-BAYSTAT      | CUSIP: 57586EKB6<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |   8400000 | PA      | $8400000.00   | 0.24%             | 2044-07-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Health & Educational Facilities Authority                     | MA H/E-ADJ-K-REMK          | CUSIP: 57586EQ87<br>LEI: 549300MV50RWQFTX5223 | Long             | DBT              | MUN               | US        |  14245000 | PA      | $14245000.00  | 0.40%             | 2039-07-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A          | CUSIP: 57586N5K3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $850603.30    | 0.02%             | 2049-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A          | CUSIP: 57586N5L1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4198418.50   | 0.12%             | 2054-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6N6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $863251.50    | 0.02%             | 2044-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6Q9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   7790000 | PA      | $5903917.14   | 0.17%             | 2054-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -C-1        | CUSIP: 57586N6R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7394933.00   | 0.21%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCF8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002201.10   | 0.03%             | 2049-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCG6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2750051.43   | 0.08%             | 2054-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCH4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2810980.48   | 0.08%             | 2059-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCJ0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  11320000 | PA      | $11405528.26  | 0.32%             | 2064-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57586VCK7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2421014.16   | 0.07%             | 2067-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-3        | CUSIP: 57586VCP6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  21525000 | PA      | $22066123.43  | 0.62%             | 2029-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDM2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503185.20    | 0.01%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57586VDS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1570000 | PA      | $1557472.50   | 0.04%             | 2067-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDU4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2915000 | PA      | $2954584.83   | 0.08%             | 2028-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDV2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4690000 | PA      | $4762947.32   | 0.13%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-3         | CUSIP: 57586VDW0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5325000 | PA      | $5478774.29   | 0.15%             | 2029-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-C-1         | CUSIP: 57586VFG3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3025248.60   | 0.08%             | 2060-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-C-1         | CUSIP: 57586VFH1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3035353.80   | 0.09%             | 2068-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-C-3         | CUSIP: 57586VFK4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6265000 | PA      | $6333831.68   | 0.18%             | 2030-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A3R7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2323454.52   | 0.07%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4P0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    940000 | PA      | $877459.54    | 0.02%             | 2032-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587A4T2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1813287.25   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8B7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    690000 | PA      | $599309.37    | 0.02%             | 2035-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-218         | CUSIP: 57587A8C5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    500000 | PA      | $410786.55    | 0.01%             | 2040-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN-199             | CUSIP: 57587AF94<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1875316.06   | 0.05%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587AY85<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2099983.54   | 0.06%             | 2049-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASS HSG FIN AGY           | CUSIP: 57587AZ35<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   8340000 | PA      | $6167374.12   | 0.17%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-249         | CUSIP: 57587G4K8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2025968.00   | 0.06%             | 2040-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-249         | CUSIP: 57587G4M4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032206.00   | 0.03%             | 2050-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-249         | CUSIP: 57587G4P7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2285075.40   | 0.06%             | 2055-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GBC8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1177018.85   | 0.03%             | 2050-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCC7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1019140.36   | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCD5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    395000 | PA      | $319235.45    | 0.01%             | 2040-12-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCF0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $499113.45    | 0.01%             | 2050-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GCH6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2350000 | PA      | $1500352.80   | 0.04%             | 2063-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-234         | CUSIP: 57587GE76<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1330616.15   | 0.04%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AG-220-REF      | CUSIP: 57587GEM3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1930000 | PA      | $1919138.93   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GFS9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4195000 | PA      | $4169502.79   | 0.12%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GGT6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    125000 | PA      | $105140.53    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJD8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1274632.05   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4810311.00   | 0.14%             | 2041-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-222-RE      | CUSIP: 57587GJG1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   9590000 | PA      | $9525175.44   | 0.27%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKF1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1558583.23   | 0.04%             | 2046-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-B-1         | CUSIP: 57587GKG9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $714623.90    | 0.02%             | 2051-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL78<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    750000 | PA      | $758133.60    | 0.02%             | 2044-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -237        | CUSIP: 57587GL86<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $620581.25    | 0.02%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLP8<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    355000 | PA      | $304225.91    | 0.01%             | 2036-12-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-223         | CUSIP: 57587GLQ6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3615000 | PA      | $3176252.51   | 0.09%             | 2039-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMT9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $620067.66    | 0.02%             | 2037-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG FIN AGY          | CUSIP: 57587GMV4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2360000 | PA      | $2475688.14   | 0.07%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNX9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1449153.86   | 0.04%             | 2052-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNY7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4256163.07   | 0.12%             | 2057-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY -A-1        | CUSIP: 57587GNZ4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1508846.22   | 0.04%             | 2064-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    625000 | PA      | $665792.00    | 0.02%             | 2037-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GQV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2414572.20   | 0.07%             | 2042-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MASSACHUSETTS ST HSG       | CUSIP: 57587GRA5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4540000 | PA      | $4640441.14   | 0.13%             | 2066-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSE6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3340000 | PA      | $3588547.10   | 0.10%             | 2037-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSF3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4326685.20   | 0.12%             | 2042-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-225         | CUSIP: 57587GSH9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |  13155000 | PA      | $14152427.89  | 0.40%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUM5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1867941.87   | 0.05%             | 2057-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GUN3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3478483.74   | 0.10%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY-242         | CUSIP: 57587GV44<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2640798.42   | 0.07%             | 2045-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GVW2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   4650000 | PA      | $4577821.31   | 0.13%             | 2058-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXC4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257957.20    | 0.01%             | 2033-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXD2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    550000 | PA      | $572833.53    | 0.02%             | 2034-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXE0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    545000 | PA      | $565585.41    | 0.02%             | 2034-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXF7<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    560000 | PA      | $584911.49    | 0.02%             | 2035-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXG5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    580000 | PA      | $605482.42    | 0.02%             | 2035-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXJ9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1551076.20   | 0.04%             | 2043-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXK6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1528138.20   | 0.04%             | 2048-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA HSG FIN AGY             | CUSIP: 57587GXL4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5170000 | PA      | $5203904.86   | 0.15%             | 2053-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZT5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    600000 | PA      | $644096.16    | 0.02%             | 2035-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZU2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |    620000 | PA      | $666168.18    | 0.02%             | 2035-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                        | MA ST HSG-231-REF          | CUSIP: 57587GZV0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2774012.02   | 0.08%             | 2038-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Port Authority                                                | MASSACHUSETTS ST PORT      | CUSIP: 575896UH6<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6320420.40   | 0.18%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG AUTH-A         | CUSIP: 576000E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13300000 | PA      | $14334257.21  | 0.40%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG AUTH-A         | CUSIP: 576000E66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10840000 | PA      | $11822692.61  | 0.33%             | 2055-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG AUTH-B         | CUSIP: 576000G64<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1229068.00   | 0.03%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MA SCH BLDG-B-SENIOR       | CUSIP: 576000UN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $918780.84    | 0.03%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10515000 | PA      | $11046369.22  | 0.31%             | 2044-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1918183.00   | 0.05%             | 2038-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6595000 | PA      | $7217178.90   | 0.20%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7160000 | PA      | $7393605.02   | 0.21%             | 2050-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                     | MASSACHUSETTS ST SCH       | CUSIP: 576000YZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3825000 | PA      | $2914519.95   | 0.08%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Department of Transportation                                  | MA TPK CAB-SR-SER A        | CUSIP: 576018AK1<br>LEI: 549300CGDCL8XZK3KN03 | Long             | DBT              | MUN               | US        |   7110000 | PA      | $6810127.22   | 0.19%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA ST WTR-VAR-REF-E        | CUSIP: 5760494U1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |  10335000 | PA      | $10335000.00  | 0.29%             | 2037-08-01      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR-B-MULTI-MODAL       | CUSIP: 576049RU6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2000000.00   | 0.06%             | 2028-08-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST-A         | CUSIP: 57604TFG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5193.36      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST-A         | CUSIP: 57604TGG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2048192.40   | 0.06%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS -A           | CUSIP: 57604THF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3930000 | PA      | $4113366.33   | 0.12%             | 2043-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS ST TRAN      | CUSIP: 57604THJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25000000 | PA      | $25674610.00  | 0.72%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $526937.40    | 0.01%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH - B        | CUSIP: 57604TJH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6125000 | PA      | $6409880.49   | 0.18%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $758929.10    | 0.02%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4545000 | PA      | $4312610.51   | 0.12%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11235000 | PA      | $12368002.56  | 0.35%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TJY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3312680.40   | 0.09%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TKA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $548624.00    | 0.02%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA COMMONWEALTH-A-REF      | CUSIP: 57604TKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1040000 | PA      | $1123830.86   | 0.03%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS CMNWLTH      | CUSIP: 57604TKC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  29690000 | PA      | $30812320.60  | 0.87%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASSACHUSETTS CMNWLTH      | CUSIP: 57604TKD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4560000 | PA      | $4735041.98   | 0.13%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $20870164.00  | 0.59%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TKZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $4854936.94   | 0.14%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2943994.20   | 0.08%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-A             | CUSIP: 57604TLG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18775000 | PA      | $19686246.50  | 0.55%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MASS CMNWLTH-B             | CUSIP: 57604TLH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $2566615.84   | 0.07%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                   | MA CMWLTH-A                | CUSIP: 57604TMC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12560000 | PA      | $13204061.73  | 0.37%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR-A1-RMKT-REF         | CUSIP: 576051BW5<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    540000 | PA      | $540000.00    | 0.02%             | 2037-08-01      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR-C2-REF-RMKT         | CUSIP: 576051CE4<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   6330000 | PA      | $6330000.00   | 0.18%             | 2026-11-01      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR RES AUTH-B-REF      | CUSIP: 576051PP5<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   3455000 | PA      | $3497627.10   | 0.10%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR RES AUTH-F-REF      | CUSIP: 576051R81<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   8100000 | PA      | $8100000.00   | 0.23%             | 2029-08-01      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MA WTR RES AUTH-C-REF      | CUSIP: 576051SG2<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |  13920000 | PA      | $14491271.23  | 0.41%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051UP9<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5289996.00   | 0.15%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XE1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2204546.80   | 0.06%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XM3<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2220000 | PA      | $2379203.30   | 0.07%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                     | MASSACHUSETTS ST WTR       | CUSIP: 576051XN1<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |   2170000 | PA      | $2277525.02   | 0.06%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Medford MA                                                          | MEDFORD                    | CUSIP: 584190VY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $188362.45    | 0.01%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1180634.66   | 0.03%             | 2039-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1151706.15   | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1130756.69   | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5800000 | PA      | $4169079.44   | 0.12%             | 2045-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Middleborough MA                                                    | MIDDLEBOROUGH TWN          | CUSIP: 596051XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5050000 | PA      | $3345900.73   | 0.09%             | 2049-10-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731GZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2776263.86   | 0.08%             | 2034-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3015000 | PA      | $2718771.73   | 0.08%             | 2035-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $162834.08    | 0.00%             | 2036-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1520000 | PA      | $1274766.09   | 0.04%             | 2038-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Middleton MA                                                        | MIDDLETON TWN              | CUSIP: 596731HH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2635000 | PA      | $2049627.11   | 0.06%             | 2042-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2650000 | PA      | $2431221.30   | 0.07%             | 2034-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2750000 | PA      | $2470271.10   | 0.07%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1227236.78   | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2449338.30   | 0.07%             | 2039-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496XY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2387677.80   | 0.07%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6600000 | PA      | $4901105.22   | 0.14%             | 2044-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6200000 | PA      | $3995275.04   | 0.11%             | 2048-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Milford MA                                                          | MILFORD                    | CUSIP: 599496YK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5335000 | PA      | $3558665.34   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Minuteman Regional Vocational Technical School District                     | MINUTEMAN REGL SCH DT      | CUSIP: 604543EN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15774.68     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Town of Montague MA                                                         | MONTAGUE MA-REF            | CUSIP: 611815GU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $123540.20    | 0.00%             | 2038-02-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192FR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6010000 | PA      | $6209406.99   | 0.17%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2380000 | PA      | $2549054.49   | 0.07%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2575000 | PA      | $2683635.13   | 0.08%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2749580.34   | 0.08%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2780000 | PA      | $2829634.95   | 0.08%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2580000 | PA      | $2552031.51   | 0.07%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2422151.75   | 0.07%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7740000 | PA      | $7443322.70   | 0.21%             | 2050-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nashoba Regional School District/MA                                         | NASHOBA REGL SD            | CUSIP: 631192GX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $4536179.18   | 0.13%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Town of Natick MA                                                           | NATICK TWN                 | CUSIP: 632363P27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84209.69     | 0.00%             | 2038-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nauset Regional School District/MA                                          | NAUSET REGL SD             | CUSIP: 639086JG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2419624.00   | 0.07%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398465Y6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $173322.98    | 0.00%             | 2036-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398466A7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $172731.68    | 0.00%             | 2038-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Needham MA                                                          | NEEDHAM-REF                | CUSIP: 6398466C3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1334188.02   | 0.04%             | 2040-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170MZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $229736.38    | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170NG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $793226.30    | 0.02%             | 2044-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $422722.97    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170PL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $614967.38    | 0.02%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170SG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $412795.21    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4820000 | PA      | $4693368.00   | 0.13%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170TN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3945000 | PA      | $3727785.93   | 0.10%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New Bedford MA                                                      | NEW BEDFORD                | CUSIP: 642170UU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $113575.58    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Northbridge MA                                                      | NORTHBRIDGE TOWN MA        | CUSIP: 663804HY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $956448.30    | 0.03%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Northbridge MA                                                      | NORTHBRIDGE TOWN MA        | CUSIP: 663804HZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $941804.10    | 0.03%             | 2039-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262BF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1110223.05   | 0.03%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $188221.58    | 0.01%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northeast Metropolitan Regional Vocational School District                  | NE MET REGL VOCATIONA      | CUSIP: 664262CM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2796956.70   | 0.08%             | 2054-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555E34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $527628.98    | 0.01%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Norwood MA                                                          | NORWOOD TWN                | CUSIP: 669555H56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6808723.60   | 0.19%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066DZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $394417.68    | 0.01%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Orange MA                                                           | ORANGE TWN                 | CUSIP: 685066EQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2795000 | PA      | $2096530.06   | 0.06%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY                    | CUSIP: 70457PDJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $116159.99    | 0.00%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY                    | CUSIP: 70457PGA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $280619.07    | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Peabody MA                                                          | PEABODY-BANS               | CUSIP: 70457PHD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1106574.37   | 0.03%             | 2026-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Valley Transit Authority                                            | PIONEER VLY TRANSIT        | CUSIP: 724025CW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004438.30   | 0.03%             | 2026-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Plymouth MA                                                         | PLYMOUTH TWN               | CUSIP: 729654WF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $927881.10    | 0.03%             | 2034-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    999981 | PA      | $1023260.96   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   2665026 | PA      | $2846637.39   | 0.08%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4105697 | PA      | $4201778.11   | 0.12%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1447661 | PA      | $1471264.97   | 0.04%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1204526 | PA      | $1205997.21   | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-SER A1        | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |  10351321 | PA      | $10033103.80  | 0.28%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | RESTRUCTURED-CABS-SER      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   5862404 | PA      | $4333960.96   | 0.12%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-SUBSER CW NT           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   4477217 | PA      | $3055700.62   | 0.09%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | CVI-HTA 98 SR CLAIM        | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1735683 | PA      | $1201960.63   | 0.03%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $530070.65    | 0.01%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260906.13    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | EXCHANGE-SER B             | CUSIP: 745160TH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9025000 | PA      | $8753796.95   | 0.25%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $260906.13    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT       | CUSIP: 745160TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $4001042.93   | 0.11%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3679567.83   | 0.10%             | 2033-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Commonwealth Aqueduct & Sewer Authority                         | PUERTO RICO AQUEDUCT-      | CUSIP: 745160UE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2293931.28   | 0.06%             | 2042-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    402000 | PA      | $362160.75    | 0.01%             | 2029-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2065000 | PA      | $1735592.65   | 0.05%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | PR SALES TAX FING-A1       | CUSIP: 74529JQF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $686698.58    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue                      | RESTRUCTURED-SER A-2       | CUSIP: 74529JRH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4130000 | PA      | $4137178.77   | 0.12%             | 2040-07-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082A5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $315225.61    | 0.01%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082B3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $490296.48    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $850136.35    | 0.02%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $842374.26    | 0.02%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 7485082E7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1193833.70   | 0.03%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-BANS                | CUSIP: 7485082N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  35995000 | PA      | $36538837.66  | 1.03%             | 2026-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A-REF               | CUSIP: 748508E38<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5365000 | PA      | $6141251.66   | 0.17%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508WN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1968183.00   | 0.06%             | 2046-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508XQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5155000 | PA      | $3393242.67   | 0.10%             | 2046-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-BANS                | CUSIP: 748508Y93<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7440000 | PA      | $7516376.81   | 0.21%             | 2026-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201025.24    | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY                     | CUSIP: 748508YH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $144170.52    | 0.00%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $282780.18    | 0.01%             | 2031-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $353158.56    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Quincy MA                                                           | QUINCY-A                   | CUSIP: 748508Z92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $478859.76    | 0.01%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440P91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1860000 | PA      | $1438888.19   | 0.04%             | 2041-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Revere MA                                                           | REVERE                     | CUSIP: 761440Q33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1488043.20   | 0.04%             | 2043-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Rockland MA                                                         | ROCKLAND                   | CUSIP: 773641WJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1840000 | PA      | $1150303.05   | 0.03%             | 2050-08-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Town of Rowley MA                                                           | ROWLEY-MUNI LN             | CUSIP: 779749LP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1545915.64   | 0.04%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Salem MA                                                            | SALEM MA                   | CUSIP: 794199S67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $596504.23    | 0.02%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Salisbury MA                                                        | SALISBURY-MUN PURP LN      | CUSIP: 795302HC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $391722.32    | 0.01%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Saugus MA                                                           | SAUGUS TWN                 | CUSIP: 804243E58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1480261.50   | 0.04%             | 2036-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Somerset MA                                                         | SOMERSET TWN               | CUSIP: 834834SN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2860000 | PA      | $2645139.07   | 0.07%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405B4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2670000 | PA      | $2244520.55   | 0.06%             | 2039-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4875000 | PA      | $4003331.48   | 0.11%             | 2040-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 8352405D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4980000 | PA      | $4024156.73   | 0.11%             | 2041-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Somerville MA                                                       | SOMERVILLE                 | CUSIP: 835241FE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1755000 | PA      | $1421834.13   | 0.04%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| South Shore Regional School District/MA                                     | ST SHORE VOCATIONAL        | CUSIP: 840263AA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8010000 | PA      | $8048952.63   | 0.23%             | 2026-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Town of Southbridge MA                                                      | SOUTHBRIDGE TWN -REF       | CUSIP: 841246TK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $315008.27    | 0.01%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $182050.95    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Springfield MA                                                      | SPRINGFIELD                | CUSIP: 850752TU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1178104.76   | 0.03%             | 2034-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Springfield Water & Sewer Commission/MA                                     | SPRINGFIELD WTR/SWR-C      | CUSIP: 850777GZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1042263.34   | 0.03%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4080000 | PA      | $3757633.08   | 0.11%             | 2035-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3610457.20   | 0.10%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827A45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4245000 | PA      | $3794058.32   | 0.11%             | 2037-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1960000 | PA      | $1313262.13   | 0.04%             | 2052-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Town of Stoneham MA                                                         | STONEHAM                   | CUSIP: 861827ZZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3740332.00   | 0.11%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Stoughton MA                                                        | STOUGHTON                  | CUSIP: 862318G55<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3546373.25   | 0.10%             | 2037-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Swampscott MA                                                       | SWAMPSCOTT TWN             | CUSIP: 869648ZN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1902598.25   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728G4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2610000 | PA      | $2516007.11   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Taunton MA                                                          | TAUNTON                    | CUSIP: 8766728M1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1685294.44   | 0.05%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR-PUTTER-XM1079         | CUSIP: 88035ERE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4000000.00   | 0.11%             | 2044-12-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XM1158         | CUSIP: 88035H3N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1400000.00   | 0.04%             | 2028-11-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | JPM-PUTTERS-XF1904         | CUSIP: 88035PCU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2705000 | PA      | $2705000.00   | 0.08%             | 2032-05-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTRS-XL0709      | CUSIP: 88035R3C6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2945000 | PA      | $2945000.00   | 0.08%             | 2054-01-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Tender Option Bond Trust Receipts/Certificates                              | TNDR OPT-FLTR-XX1444       | CUSIP: 88035TEZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11875000 | PA      | $11875000.00  | 0.33%             | 2068-12-01      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3905501.73   | 0.11%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4860000 | PA      | $5042023.52   | 0.14%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $4681621.94   | 0.13%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1468854.36   | 0.04%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $4303800.34   | 0.12%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1855172.14   | 0.05%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tri-County Regional Vocational Technical School District/MA                 | TRI-CO REGL VOTECH SD      | CUSIP: 895541DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1886018.60   | 0.05%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1710000 | PA      | $1583996.43   | 0.04%             | 2041-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392KU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1610809.41   | 0.05%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4410000 | PA      | $4173990.91   | 0.12%             | 2051-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Tyngsborough MA                                                     | TYNGSBOROUGH TWN           | CUSIP: 902392LF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6310000 | PA      | $5870158.93   | 0.16%             | 2054-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TU2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1658577.38   | 0.05%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASSACHUSETTS      | CUSIP: 914437TZ1<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1058327.30   | 0.03%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MA BLDG AUTH       | CUSIP: 914440QF2<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30063.09     | 0.00%             | 2031-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASS BLDG AUT      | CUSIP: 914440UF7<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |    435000 | PA      | $424040.65    | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Massachusetts Building Authority                              | UNIV OF MASS BLDG AUT      | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  11880000 | PA      | $12242635.81  | 0.34%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Upton MA                                                            | UPTON-REF                  | CUSIP: 916847GQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $104123.25    | 0.00%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1139063.00   | 0.03%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2301021.00   | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Transportation & Infrastructure Corp                         | VIRGIN ISLANDS TRANSP      | CUSIP: 927686AN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1260685.69   | 0.04%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Town of Wakefield MA                                                        | WAKEFIELD TWN-REF          | CUSIP: 931065WH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13240000 | PA      | $12318780.66  | 0.35%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Walpole MA                                                          | WALPOLE TWN                | CUSIP: 933033WY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1753081.20   | 0.05%             | 2038-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1274845.44   | 0.04%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1296856.97   | 0.04%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1295345.10   | 0.04%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 9332543K8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1295770.31   | 0.04%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254Q31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $117851.16    | 0.00%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Waltham MA                                                          | WALTHAM                    | CUSIP: 933254W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    745000 | PA      | $622240.61    | 0.02%             | 2038-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044A73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $703357.70    | 0.02%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Town of Watertown MA                                                        | WATERTOWN                  | CUSIP: 942044WW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $95163.50     | 0.00%             | 2042-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109PZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $715506.79    | 0.02%             | 2037-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $698460.84    | 0.02%             | 2038-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $677357.59    | 0.02%             | 2039-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $655993.45    | 0.02%             | 2040-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $643126.85    | 0.02%             | 2041-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $534325.28    | 0.02%             | 2042-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $518048.03    | 0.01%             | 2043-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Town of West Springfield MA                                                 | W SPRINGFIELD TWN-REF      | CUSIP: 956109QJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2115000 | PA      | $1475305.56   | 0.04%             | 2046-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201EZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $220789.13    | 0.01%             | 2036-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TOWN              | CUSIP: 962201FE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2370000 | PA      | $1855356.63   | 0.05%             | 2041-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $136727.82    | 0.00%             | 2037-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $397142.45    | 0.01%             | 2040-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2355000 | PA      | $1607594.12   | 0.05%             | 2045-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Town of Weymouth MA                                                         | WEYMOUTH TWN               | CUSIP: 962201GU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3170353.50   | 0.09%             | 2050-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Woburn MA                                                           | WOBURN -REF                | CUSIP: 977521X65<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $222347.23    | 0.01%             | 2036-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306E33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4325000 | PA      | $4599392.71   | 0.13%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F40<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   4350000 | PA      | $3434893.55   | 0.10%             | 2044-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F81<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3140000 | PA      | $2015659.26   | 0.06%             | 2048-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306F99<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3200000 | PA      | $2012792.32   | 0.06%             | 2049-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306G23<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   3325000 | PA      | $2110242.51   | 0.06%             | 2050-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306N33<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $294740.31    | 0.01%             | 2046-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R21<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1870000 | PA      | $1887229.81   | 0.05%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R54<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    790000 | PA      | $765559.61    | 0.02%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R62<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    545000 | PA      | $522340.92    | 0.01%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306R70<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1135000 | PA      | $1078166.58   | 0.03%             | 2049-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306VY6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2155000 | PA      | $2164735.43   | 0.06%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER-A                | CUSIP: 981306WF6<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $82944.57     | 0.00%             | 2040-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YD9<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   2025000 | PA      | $1937164.41   | 0.05%             | 2032-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YE7<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1518847.69   | 0.04%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER -REF             | CUSIP: 981306YF4<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1583961.48   | 0.04%             | 2034-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZK2<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |    300000 | PA      | $220894.68    | 0.01%             | 2043-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Worcester MA                                                        | WORCESTER                  | CUSIP: 981306ZL0<br>LEI: 5493006DO0NOILRNNH68 | Long             | DBT              | MUN               | US        |   1940000 | PA      | $1373096.69   | 0.04%             | 2044-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 10yr Ultra Fut Jun26    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        26 | NC      | $30754.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | 12m5y_04/16/26_3.50%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $410921.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_MS    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $23449.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/22/26_3.46%_RBC   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $31266.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m5y_04/23/26_3.38%_JPM   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $74521.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_4/30/2026_3.70%_RBC | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $522980.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_RBC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $39051.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m15y_05/19/26_4.06%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $35272.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_06/04/26_3.69%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $525805.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | 12m10y_06/09/26_3.71%_MS   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         0 | NC      | $532900.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer